+357.4%
SOXL vs CMS
-1.9%
+359.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +9.6% |
| 7D | +5.3% | +0.4% | +5.0% | +6.0% |
| 30D | -11.2% | -3.6% | -7.6% | -17.1% |
| 3M | -55.4% | -1.9% | -53.4% | -57.2% |
| 6M | +107.1% | -11.0% | +118.1% | +87.7% |
| YTD | +179.0% | +0.2% | +178.8% | +184.6% |
| 1Y | +357.4% | -1.3% | +358.7% | +374.1% |
| All | +357.4% | -1.9% | +359.2% | +374.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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