+55.9%
SOXL vs COF
-4.4%
+60.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.1% | -7.7% | -7.8% |
| 7D | -37.9% | +0.7% | -38.6% | -38.2% |
| 30D | -59.4% | +5.7% | -65.1% | -61.3% |
| 3M | -52.3% | -6.7% | -45.6% | -49.2% |
| 6M | -47.7% | +9.5% | -57.2% | -53.5% |
| YTD | +58.8% | -13.9% | +72.6% | +72.2% |
| 1Y | +55.9% | -5.1% | +61.0% | +38.7% |
| All | +55.9% | -4.4% | +60.3% | +38.7% |
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