+162.3%
SOXL vs CDE
+196.4%
-34.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.1% | +4.6% |
| 7D | +3.9% | -3.1% | +7.0% | +5.8% |
| 30D | -14.3% | +9.5% | -23.8% | -19.3% |
| 3M | -45.6% | +25.5% | -71.1% | -52.1% |
| 6M | +117.2% | -7.9% | +125.1% | +133.3% |
| YTD | +189.8% | +15.6% | +174.3% | +173.4% |
| 1Y | +317.7% | +34.0% | +283.7% | +258.4% |
| 3Y | +478.6% | +791.9% | -313.3% | +87.5% |
| All | +162.3% | +196.4% | -34.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 5y: compounded portfolio wealth divided by compounded CDE 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…
5y analysis · Full analysis span regression · 6 months rolling