+9,259.3%
SOXL vs CF
+742.0%
+8,517.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.1% | +22.3% | +22.3% |
| 7D | -17.6% | -0.9% | -16.7% | -19.4% |
| 30D | -59.8% | +6.9% | -66.7% | -63.4% |
| 3M | -59.9% | +4.8% | -64.8% | -64.0% |
| 6M | -68.2% | +4.7% | -72.9% | -72.6% |
| YTD | +33.8% | +56.5% | -22.7% | -26.0% |
| 1Y | +34.7% | +48.4% | -13.7% | -23.0% |
| 3Y | +211.0% | +59.1% | +151.9% | +59.4% |
| 5Y | -8.6% | +109.5% | -118.1% | -67.4% |
| 10Y | +1,924.8% | +487.0% | +1,437.9% | +225.2% |
| All | +9,259.3% | +742.0% | +8,517.4% | +650.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling