+55.9%
SOXL vs CLS
-28.7%
+84.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.1% | +0.2% | +1.5% |
| 7D | -37.9% | -21.1% | -16.7% | -17.1% |
| 30D | -59.4% | -38.2% | -21.2% | -27.8% |
| 3M | -52.3% | -36.3% | -16.0% | -18.6% |
| 6M | -47.7% | -43.8% | -3.9% | +11.8% |
| YTD | +58.8% | -20.0% | +78.8% | +137.0% |
| 1Y | +55.9% | -29.6% | +85.5% | +161.7% |
| All | +55.9% | -28.7% | +84.6% | +161.7% |
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