-25.4%
SOXL vs CF
+120.6%
-146.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.7% | +11.8% | +12.4% |
| 7D | -40.3% | -3.2% | -37.2% | -40.2% |
| 30D | -71.1% | +4.3% | -75.4% | -71.6% |
| 3M | -65.2% | +2.8% | -68.0% | -66.1% |
| 6M | -72.3% | +0.6% | -72.9% | -73.2% |
| YTD | +9.4% | +56.6% | -47.2% | -20.7% |
| 1Y | +7.0% | +49.6% | -42.7% | -21.1% |
| 3Y | +156.4% | +61.5% | +94.9% | +75.5% |
| All | -25.4% | +120.6% | -146.0% | -58.0% |
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 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