+20,415.5%
SOXL vs CCJ
+343.5%
+20,071.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.0% |
| 7D | +16.4% | +5.9% | +10.5% | +10.5% |
| 30D | -12.1% | +4.7% | -16.8% | -15.8% |
| 3M | -41.7% | -3.3% | -38.4% | -37.4% |
| 6M | +157.4% | -7.0% | +164.4% | +199.9% |
| YTD | +193.3% | +11.5% | +181.8% | +198.0% |
| 1Y | +355.3% | +32.3% | +323.1% | +283.2% |
| 3Y | +484.2% | +176.8% | +307.3% | +175.7% |
| 5Y | +182.7% | +351.8% | -169.1% | -10.5% |
| 10Y | +4,692.2% | +1,080.5% | +3,611.7% | +418.5% |
| All | +20,415.5% | +343.5% | +20,071.9% | +3,927.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling