+317.7%
SOXL vs COF
-4.6%
+322.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +4.7% |
| 7D | +3.9% | -5.1% | +9.0% | +8.7% |
| 30D | -14.3% | -6.0% | -8.3% | -9.9% |
| 3M | -45.6% | +14.8% | -60.4% | -53.6% |
| 6M | +117.2% | +15.3% | +101.9% | +84.1% |
| YTD | +189.8% | -13.0% | +202.9% | +214.0% |
| 1Y | +317.7% | -5.7% | +323.5% | +302.8% |
| All | +317.7% | -4.6% | +322.3% | +302.8% |
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