+112.1%
SOXL vs COF
+11.6%
+100.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.3% | -6.6% |
| 7D | +8.5% | -6.1% | +14.5% | +13.8% |
| 30D | -13.0% | -5.2% | -7.8% | -9.6% |
| 3M | -35.9% | +17.0% | -52.9% | -48.1% |
| 6M | +112.1% | +12.9% | +99.1% | +65.5% |
| All | +112.1% | +11.6% | +100.4% | +65.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling