+478.6%
SOXL vs CBRE
+64.1%
+414.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +3.5% |
| 7D | +3.9% | -5.0% | +8.8% | +8.6% |
| 30D | -14.3% | -4.7% | -9.6% | -12.2% |
| 3M | -45.6% | +6.5% | -52.1% | -53.4% |
| 6M | +117.2% | +6.1% | +111.1% | +84.4% |
| YTD | +189.8% | -12.6% | +202.5% | +201.5% |
| 1Y | +317.7% | -15.3% | +333.0% | +347.8% |
| 3Y | +478.6% | +64.6% | +414.0% | +162.3% |
| All | +478.6% | +64.1% | +414.5% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling