+20,415.5%
SOXL vs CBRE
+924.2%
+19,491.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +10.1% |
| 7D | +16.4% | -1.5% | +17.9% | +17.7% |
| 30D | -12.1% | -4.0% | -8.1% | -9.9% |
| 3M | -41.7% | +8.0% | -49.7% | -53.5% |
| 6M | +157.4% | +4.0% | +153.4% | +114.2% |
| YTD | +193.3% | -11.5% | +204.8% | +193.4% |
| 1Y | +355.3% | -13.0% | +368.3% | +358.7% |
| 3Y | +484.2% | +66.9% | +417.3% | +153.3% |
| 5Y | +182.7% | +45.0% | +137.6% | +88.1% |
| 10Y | +4,692.2% | +385.0% | +4,307.2% | +776.7% |
| All | +20,415.5% | +924.2% | +19,491.3% | +1,787.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling