+357.4%
SOXL vs CLS
+47.9%
+309.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +9.0% |
| 7D | +5.3% | +4.6% | +0.8% | -1.0% |
| 30D | -11.2% | -13.9% | +2.7% | +2.0% |
| 3M | -55.4% | -26.6% | -28.8% | -33.4% |
| 6M | +107.1% | +15.4% | +91.7% | +104.1% |
| YTD | +179.0% | +5.7% | +173.4% | +189.4% |
| 1Y | +357.4% | +41.1% | +316.2% | +302.7% |
| All | +357.4% | +47.9% | +309.5% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling