+2,054.9%
SOXL vs CF
+494.2%
+1,560.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.8% |
| 7D | -23.3% | +4.8% | -28.1% | -27.2% |
| 30D | -59.9% | +9.7% | -69.6% | -63.7% |
| 3M | -56.8% | +1.2% | -58.1% | -59.7% |
| 6M | -68.3% | +7.4% | -75.7% | -72.7% |
| YTD | +33.5% | +60.5% | -27.1% | -26.5% |
| 1Y | +24.8% | +50.7% | -26.0% | -28.4% |
| 3Y | +177.0% | +64.8% | +112.2% | +39.5% |
| 5Y | -0.2% | +115.8% | -116.0% | -66.5% |
| 10Y | +2,054.9% | +481.0% | +1,573.9% | +295.0% |
| All | +2,054.9% | +494.2% | +1,560.7% | +295.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling