+19,418.6%
SOXL vs CAT
+1,961.7%
+17,456.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +6.8% |
| 7D | +5.3% | +1.7% | +3.6% | +2.5% |
| 30D | -11.2% | -6.6% | -4.6% | +1.6% |
| 3M | -55.4% | -13.3% | -42.1% | -31.4% |
| 6M | +107.1% | +11.6% | +95.5% | +120.4% |
| YTD | +179.0% | +42.9% | +136.1% | +99.1% |
| 1Y | +357.4% | +95.4% | +261.9% | +96.5% |
| 3Y | +397.5% | +196.6% | +200.9% | +33.2% |
| 5Y | +155.9% | +321.7% | -165.8% | -58.6% |
| 10Y | +4,301.6% | +1,140.8% | +3,160.8% | +39.1% |
| All | +19,418.6% | +1,961.7% | +17,456.9% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling