+16,601.9%
SOXL vs CDW
+903.1%
+15,698.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +11.5% |
| 7D | +5.3% | +3.2% | +2.2% | -0.2% |
| 30D | -11.2% | +9.3% | -20.5% | -25.2% |
| 3M | -55.4% | +9.8% | -65.2% | -65.9% |
| 6M | +107.1% | +23.3% | +83.8% | +4.2% |
| YTD | +179.0% | +13.7% | +165.4% | +48.4% |
| 1Y | +357.4% | -6.5% | +363.8% | +253.0% |
| 3Y | +397.5% | -25.2% | +422.7% | +631.7% |
| 5Y | +155.9% | -19.5% | +175.4% | +345.8% |
| 10Y | +4,301.6% | +285.8% | +4,015.8% | +1,238.3% |
| All | +16,601.9% | +903.1% | +15,698.8% | +3,030.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling