+20,415.5%
SOXL vs CLS
+2,978.1%
+17,437.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | -1.2% |
| 7D | +16.4% | +12.8% | +3.6% | -0.2% |
| 30D | -12.1% | +3.8% | -15.9% | -16.6% |
| 3M | -41.7% | -14.6% | -27.1% | -28.0% |
| 6M | +157.4% | +32.2% | +125.2% | +102.7% |
| YTD | +193.3% | +11.6% | +181.7% | +172.2% |
| 1Y | +355.3% | +35.1% | +320.3% | +233.7% |
| 3Y | +484.2% | +1,312.5% | -828.4% | -71.8% |
| 5Y | +182.7% | +3,542.1% | -3,359.4% | -94.5% |
| 10Y | +4,692.2% | +2,944.0% | +1,748.2% | +6.9% |
| All | +20,415.5% | +2,978.1% | +17,437.4% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling