-70.5%
SOXL vs CF
+2.9%
-73.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.1% | +22.3% | +22.1% |
| 7D | -17.6% | -0.9% | -16.7% | -13.3% |
| 30D | -59.8% | +6.9% | -66.7% | -52.8% |
| 3M | -59.9% | +4.8% | -64.8% | -52.1% |
| All | -70.5% | +2.9% | -73.4% | -66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling