-62.0%
SOXL vs CMS
-3.3%
-58.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -2.6% |
| 7D | +60.3% | -1.3% | +61.6% | +54.2% |
| 30D | -48.6% | +5.3% | -53.9% | -37.6% |
| 3M | -53.9% | -0.3% | -53.5% | -53.1% |
| 6M | -62.0% | -4.0% | -57.9% | -64.9% |
| All | -62.0% | -3.3% | -58.6% | -64.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling