+184.8%
SOXL vs CLF
-47.6%
+232.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.4% |
| 7D | +18.4% | -2.7% | +21.0% | +20.8% |
| 30D | -3.2% | -3.2% | 0.0% | -0.9% |
| 3M | -37.6% | -5.0% | -32.6% | -36.1% |
| 6M | +136.1% | +26.6% | +109.5% | +98.7% |
| YTD | +199.5% | -9.0% | +208.4% | +209.9% |
| 1Y | +363.2% | +11.8% | +351.4% | +290.3% |
| 3Y | +496.5% | -15.1% | +511.6% | +461.2% |
| 5Y | +184.8% | -48.2% | +233.0% | +312.1% |
| All | +184.8% | -47.6% | +232.4% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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