+182.7%
SOXL vs CF
+222.3%
-39.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.9% |
| 7D | +16.4% | -0.9% | +17.3% | +16.5% |
| 30D | -12.1% | +18.1% | -30.2% | -16.0% |
| 3M | -41.7% | +23.4% | -65.1% | -45.6% |
| 6M | +157.4% | +17.1% | +140.3% | +128.5% |
| YTD | +193.3% | +76.2% | +117.1% | +109.3% |
| 1Y | +355.3% | +62.3% | +293.1% | +236.9% |
| 3Y | +484.2% | +71.8% | +412.3% | +304.9% |
| 5Y | +182.7% | +234.6% | -51.9% | +37.1% |
| All | +182.7% | +222.3% | -39.6% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling