+357.4%
SOXL vs CF
+62.4%
+294.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.2% | +13.1% | +7.7% |
| 7D | +5.3% | +6.0% | -0.7% | +9.8% |
| 30D | -11.2% | +14.8% | -26.0% | -1.7% |
| 3M | -55.4% | +14.1% | -69.4% | -50.2% |
| 6M | +107.1% | +28.5% | +78.6% | +130.0% |
| YTD | +179.0% | +74.9% | +104.1% | +189.5% |
| 1Y | +357.4% | +61.7% | +295.7% | +411.5% |
| All | +357.4% | +62.4% | +294.9% | +411.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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