+4,921.3%
SOXL vs COF
+248.6%
+4,672.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +4.5% |
| 7D | +3.9% | -5.1% | +9.0% | +11.3% |
| 30D | -14.3% | -6.0% | -8.3% | -7.6% |
| 3M | -45.6% | +14.8% | -60.4% | -56.2% |
| 6M | +117.2% | +15.3% | +101.9% | +74.8% |
| YTD | +189.8% | -13.0% | +202.9% | +233.9% |
| 1Y | +317.7% | -5.7% | +323.5% | +331.9% |
| 3Y | +478.6% | +118.1% | +360.5% | +118.8% |
| 5Y | +169.5% | +46.2% | +123.3% | +104.0% |
| All | +4,921.3% | +248.6% | +4,672.6% | +1,879.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling