-41.7%
SOXL vs CBRS
-6.0%
-35.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +10.0% | +8.1% |
| 7D | +16.4% | +15.7% | +0.7% | +5.8% |
| 30D | -12.1% | -11.9% | -0.2% | -7.0% |
| 3M | -41.7% | -16.0% | -25.7% | -42.1% |
| All | -41.7% | -6.0% | -35.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 3mo: compounded portfolio wealth divided by compounded CBRS 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…
3mo analysis · Full analysis span regression · Available span rolling