+9,612.4%
SOXL vs CMS
+675.5%
+8,936.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.7% | -12.7% | -12.3% |
| 7D | +26.9% | +1.7% | +25.1% | +25.0% |
| 30D | -47.2% | +6.2% | -53.4% | -50.8% |
| 3M | -59.9% | +0.6% | -60.5% | -60.9% |
| 6M | -68.3% | -1.8% | -66.6% | -69.9% |
| YTD | +38.8% | +3.8% | +35.0% | +23.8% |
| 1Y | +48.8% | -1.8% | +50.6% | +38.9% |
| 3Y | +196.5% | +39.8% | +156.7% | +70.4% |
| 5Y | -5.0% | +37.1% | -42.2% | -46.7% |
| 10Y | +1,914.5% | +138.6% | +1,775.9% | +432.7% |
| All | +9,612.4% | +675.5% | +8,936.9% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling