+304.9%
SOXL vs CMS
-1.5%
+306.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -9.2% |
| 7D | +8.5% | -1.3% | +9.8% | +6.1% |
| 30D | -13.0% | -2.8% | -10.2% | -17.1% |
| 3M | -35.9% | -7.1% | -28.8% | -42.9% |
| 6M | +112.1% | -10.0% | +122.1% | +92.0% |
| YTD | +175.4% | -0.9% | +176.4% | +175.8% |
| 1Y | +304.9% | -2.0% | +306.9% | +321.0% |
| All | +304.9% | -1.5% | +306.4% | +321.0% |
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