+484.2%
SOXL vs CMS
+35.3%
+448.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.6% |
| 7D | +16.4% | +1.2% | +15.2% | +17.7% |
| 30D | -12.1% | -3.2% | -9.0% | -15.0% |
| 3M | -41.7% | -2.2% | -39.5% | -42.5% |
| 6M | +157.4% | -9.4% | +166.8% | +144.9% |
| YTD | +193.3% | +0.7% | +192.6% | +198.9% |
| 1Y | +355.3% | +0.4% | +355.0% | +365.8% |
| 3Y | +484.2% | +35.2% | +449.0% | +543.6% |
| All | +484.2% | +35.3% | +448.8% | +543.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling