+535.2%
SOXL vs CIFR
+86.0%
+449.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +3.6% |
| 7D | +16.4% | +26.7% | -10.3% | +6.7% |
| 30D | -12.1% | +7.7% | -19.8% | -14.5% |
| 3M | -41.7% | -23.8% | -17.9% | -35.2% |
| 6M | +157.4% | +35.9% | +121.5% | +145.4% |
| YTD | +193.3% | +25.4% | +167.9% | +185.0% |
| 1Y | +355.3% | +139.8% | +215.6% | +252.8% |
| 3Y | +484.2% | +515.0% | -30.8% | +192.7% |
| 5Y | +182.7% | +52.1% | +130.6% | +43.6% |
| All | +535.2% | +86.0% | +449.2% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling