+184.8%
SOXL vs CAT
+330.4%
-145.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +3.8% |
| 7D | +18.4% | +2.9% | +15.4% | +11.8% |
| 30D | -3.2% | -2.6% | -0.5% | +4.0% |
| 3M | -37.6% | -10.7% | -26.9% | -8.0% |
| 6M | +136.1% | +16.1% | +119.9% | +131.8% |
| YTD | +199.5% | +43.2% | +156.2% | +105.5% |
| 1Y | +363.2% | +96.8% | +266.4% | +80.4% |
| 3Y | +496.5% | +201.4% | +295.1% | +36.8% |
| 5Y | +184.8% | +332.7% | -147.9% | -61.0% |
| All | +184.8% | +330.4% | -145.6% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling