-37.8%
SOXL vs CBRS
-45.3%
+7.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.5% | -5.6% | -6.7% |
| 7D | +8.5% | +0.5% | +8.0% | +8.0% |
| 30D | -13.0% | -18.5% | +5.5% | -3.9% |
| 3M | -35.9% | -19.4% | -16.5% | -32.2% |
| All | -37.8% | -45.3% | +7.5% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling