+527.8%
SOXL vs CIFR
+69.3%
+458.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +3.2% |
| 7D | +3.9% | -5.0% | +8.9% | +5.6% |
| 30D | -14.3% | -5.7% | -8.6% | -12.9% |
| 3M | -45.6% | -25.5% | -20.1% | -39.4% |
| 6M | +117.2% | +19.4% | +97.8% | +115.8% |
| YTD | +189.8% | +14.2% | +175.7% | +190.6% |
| 1Y | +317.7% | +69.0% | +248.7% | +262.3% |
| 3Y | +478.6% | +503.9% | -25.3% | +193.7% |
| 5Y | +169.5% | +27.7% | +141.9% | +47.5% |
| All | +527.8% | +69.3% | +458.4% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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