+478.6%
SOXL vs COF
+116.3%
+362.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +4.5% |
| 7D | +3.9% | -5.1% | +9.0% | +11.4% |
| 30D | -14.3% | -6.0% | -8.3% | -7.5% |
| 3M | -45.6% | +14.8% | -60.4% | -56.6% |
| 6M | +117.2% | +15.3% | +101.9% | +72.5% |
| YTD | +189.8% | -13.0% | +202.9% | +236.6% |
| 1Y | +317.7% | -5.7% | +323.5% | +329.2% |
| 3Y | +478.6% | +118.1% | +360.5% | +181.5% |
| All | +478.6% | +116.3% | +362.3% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling