+184.8%
SOXL vs CMS
+23.1%
+161.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.0% |
| 7D | +18.4% | +0.2% | +18.2% | +18.4% |
| 30D | -3.2% | -1.3% | -1.9% | -3.3% |
| 3M | -37.6% | -5.4% | -32.2% | -38.3% |
| 6M | +136.1% | -10.3% | +146.4% | +134.6% |
| YTD | +199.5% | -0.2% | +199.7% | +194.5% |
| 1Y | +363.2% | -0.9% | +364.1% | +354.3% |
| 3Y | +496.5% | +34.0% | +462.5% | +397.0% |
| 5Y | +184.8% | +23.6% | +161.3% | +143.4% |
| All | +184.8% | +23.1% | +161.7% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling