+48.8%
SOXL vs CAT
+5.7%
+43.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.8% | -10.2% | -8.8% |
| 7D | +26.9% | +7.4% | +19.4% | +7.3% |
| 30D | -47.2% | -19.7% | -27.6% | +2.9% |
| 3M | -59.9% | -29.6% | -30.3% | +13.2% |
| 6M | -68.3% | -33.2% | -35.1% | +26.8% |
| YTD | +38.8% | +5.7% | +33.2% | +108.3% |
| 1Y | +48.8% | +9.3% | +39.4% | +105.4% |
| All | +48.8% | +5.7% | +43.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling