+6.7%
SOXL vs CAT
+214.1%
-207.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -2.0% |
| 7D | +60.3% | +9.3% | +51.0% | +35.7% |
| 30D | -48.6% | -21.5% | -27.1% | -5.6% |
| 3M | -53.9% | -29.1% | -24.8% | +7.2% |
| 6M | -62.0% | -33.4% | -28.6% | +21.4% |
| YTD | +56.0% | +6.6% | +49.5% | +120.9% |
| 1Y | +50.0% | +6.5% | +43.5% | +118.2% |
| 3Y | +223.8% | +162.7% | +61.1% | +17.6% |
| 5Y | +6.7% | +214.2% | -207.5% | -69.4% |
| All | +6.7% | +214.1% | -207.4% | -69.4% |
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 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