+19,418.6%
SOXL vs CMS
+648.2%
+18,770.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +10.0% |
| 7D | +5.3% | +0.4% | +5.0% | +5.0% |
| 30D | -11.2% | -3.6% | -7.6% | -8.3% |
| 3M | -55.4% | -1.9% | -53.4% | -56.7% |
| 6M | +107.1% | -11.0% | +118.1% | +117.6% |
| YTD | +179.0% | +0.2% | +178.8% | +162.1% |
| 1Y | +357.4% | -1.3% | +358.7% | +328.2% |
| 3Y | +397.5% | +35.9% | +361.5% | +196.8% |
| 5Y | +155.9% | +23.1% | +132.8% | +63.2% |
| 10Y | +4,301.6% | +117.9% | +4,183.7% | +1,232.9% |
| All | +19,418.6% | +648.2% | +18,770.3% | +261.7% |
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