+55.9%
SOXL vs CMI
+10.9%
+45.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.8% | -3.0% | +5.3% |
| 7D | -37.9% | -11.2% | -26.7% | -15.3% |
| 30D | -59.4% | -9.8% | -49.6% | -46.2% |
| 3M | -52.3% | -25.5% | -26.8% | +2.8% |
| 6M | -47.7% | -27.7% | -20.0% | +46.5% |
| YTD | +58.8% | -6.6% | +65.4% | +168.9% |
| 1Y | +55.9% | +11.7% | +44.2% | +104.3% |
| All | +55.9% | +10.9% | +45.0% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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