-59.9%
SOXL vs CDW
+26.7%
-86.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.7% | -10.3% | -10.5% |
| 7D | +26.9% | +9.3% | +17.5% | +20.5% |
| 30D | -47.2% | +14.4% | -61.6% | -46.8% |
| 3M | -59.9% | +21.4% | -81.3% | -60.1% |
| All | -59.9% | +26.7% | -86.5% | -60.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling