+4,921.3%
SOXL vs CLS
+3,169.3%
+1,751.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.6% | -1.3% | -2.1% |
| 7D | +3.9% | +10.9% | -7.1% | -7.5% |
| 30D | -14.3% | +2.1% | -16.4% | -16.7% |
| 3M | -45.6% | -10.2% | -35.4% | -37.3% |
| 6M | +117.2% | +30.4% | +86.8% | +74.4% |
| YTD | +189.8% | +17.2% | +172.6% | +155.9% |
| 1Y | +317.7% | +41.0% | +276.7% | +194.3% |
| 3Y | +478.6% | +1,338.0% | -859.3% | -72.2% |
| 5Y | +169.5% | +3,860.6% | -3,691.1% | -95.1% |
| All | +4,921.3% | +3,169.3% | +1,751.9% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling