+162.3%
SOXL vs CNC
+10.7%
+151.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.7% | +5.0% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | -14.3% | -1.0% | -13.3% | -14.4% |
| 3M | -45.6% | +4.5% | -50.1% | -46.2% |
| 6M | +117.2% | +85.2% | +32.0% | +91.9% |
| YTD | +189.8% | +61.4% | +128.4% | +160.0% |
| 1Y | +317.7% | +94.9% | +222.8% | +259.1% |
| 3Y | +478.6% | 0.0% | +478.6% | +439.0% |
| All | +162.3% | +10.7% | +151.6% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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