+357.4%
SOXL vs COF
+0.3%
+357.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.2% |
| 7D | +5.3% | +1.8% | +3.5% | +3.6% |
| 30D | -11.2% | -0.6% | -10.6% | -11.1% |
| 3M | -55.4% | +20.3% | -75.6% | -62.9% |
| 6M | +107.1% | +13.0% | +94.1% | +80.2% |
| YTD | +179.0% | -8.3% | +187.4% | +188.5% |
| 1Y | +357.4% | -1.5% | +358.8% | +326.7% |
| All | +357.4% | +0.3% | +357.0% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling