+19,165.6%
SOXL vs CNC
+1,359.0%
+17,806.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.1% | -10.1% | -9.3% |
| 7D | +8.5% | -3.9% | +12.3% | +10.6% |
| 30D | -13.0% | +0.8% | -13.8% | -14.2% |
| 3M | -35.9% | +0.1% | -36.0% | -37.4% |
| 6M | +112.1% | +79.7% | +32.4% | +38.5% |
| YTD | +175.4% | +58.9% | +116.5% | +87.9% |
| 1Y | +304.9% | +109.1% | +195.7% | +122.8% |
| 3Y | +448.6% | 0.0% | +448.6% | +290.3% |
| 5Y | +156.1% | +9.5% | +146.6% | +63.6% |
| 10Y | +4,957.3% | +95.7% | +4,861.6% | +2,124.3% |
| All | +19,165.6% | +1,359.0% | +17,806.6% | +1,324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling