+196.5%
SOXL vs CDW
-15.0%
+211.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.7% | -10.3% | -10.4% |
| 7D | +26.9% | +9.3% | +17.5% | +17.5% |
| 30D | -47.2% | +14.4% | -61.6% | -52.4% |
| 3M | -59.9% | +21.4% | -81.3% | -66.7% |
| 6M | -68.3% | +72.8% | -141.1% | -84.6% |
| YTD | +38.8% | +28.0% | +10.8% | -16.8% |
| 1Y | +48.8% | +19.3% | +29.4% | +4.8% |
| 3Y | +196.5% | -15.3% | +211.8% | +289.1% |
| All | +196.5% | -15.0% | +211.5% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling