+357.4%
SOXL vs COR
+12.8%
+344.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.7% | +8.5% |
| 7D | +5.3% | +2.8% | +2.6% | +7.7% |
| 30D | -11.2% | +4.5% | -15.7% | -7.4% |
| 3M | -55.4% | +22.7% | -78.0% | -48.9% |
| 6M | +107.1% | -9.7% | +116.9% | +153.3% |
| YTD | +179.0% | -1.4% | +180.5% | +249.5% |
| 1Y | +357.4% | +13.9% | +343.4% | +507.6% |
| All | +357.4% | +12.8% | +344.6% | +507.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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