+4,671.5%
SOXL vs CDW
+271.4%
+4,400.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -8.3% |
| 7D | +8.5% | -7.4% | +15.8% | +21.5% |
| 30D | -13.0% | +5.8% | -18.8% | -23.5% |
| 3M | -35.9% | +10.8% | -46.7% | -55.0% |
| 6M | +112.1% | +21.5% | +90.6% | +2.0% |
| YTD | +175.4% | +6.4% | +169.1% | +54.0% |
| 1Y | +304.9% | -14.8% | +319.7% | +256.3% |
| 3Y | +448.6% | -29.9% | +478.4% | +790.3% |
| 5Y | +156.1% | -22.9% | +179.0% | +368.8% |
| All | +4,671.5% | +271.4% | +4,400.1% | +1,318.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling