+478.6%
SOXL vs CCJ
+162.5%
+316.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +6.1% |
| 7D | +3.9% | -4.0% | +7.9% | +8.8% |
| 30D | -14.3% | -2.4% | -11.9% | -12.4% |
| 3M | -45.6% | -2.3% | -43.3% | -42.3% |
| 6M | +117.2% | -16.2% | +133.4% | +184.5% |
| YTD | +189.8% | +5.7% | +184.2% | +210.1% |
| 1Y | +317.7% | +21.3% | +296.5% | +269.3% |
| 3Y | +478.6% | +159.4% | +319.2% | +163.2% |
| All | +478.6% | +162.5% | +316.1% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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