-35.9%
SOXL vs COF
+14.1%
-50.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.3% | -6.9% |
| 7D | +8.5% | -6.1% | +14.5% | +12.5% |
| 30D | -13.0% | -5.2% | -7.8% | -10.8% |
| 3M | -35.9% | +17.0% | -52.9% | -47.9% |
| All | -35.9% | +14.1% | -50.0% | -47.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling