+55.9%
SOXL vs CDW
+13.2%
+42.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +12.7% | -21.5% | -8.8% |
| 7D | -37.9% | +3.7% | -41.6% | -37.5% |
| 30D | -59.4% | +26.0% | -85.4% | -59.0% |
| 3M | -52.3% | +10.1% | -62.4% | -52.1% |
| 6M | -47.7% | +26.1% | -73.7% | -45.2% |
| YTD | +58.8% | +25.9% | +32.9% | +74.6% |
| 1Y | +55.9% | +21.5% | +34.3% | +92.8% |
| All | +55.9% | +13.2% | +42.7% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling