+4,921.3%
SOXL vs COR
+406.5%
+4,514.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.1% |
| 7D | +3.9% | -2.8% | +6.7% | +5.7% |
| 30D | -14.3% | +2.6% | -16.9% | -16.3% |
| 3M | -45.6% | +14.5% | -60.1% | -52.9% |
| 6M | +117.2% | -7.8% | +125.0% | +112.2% |
| YTD | +189.8% | -4.2% | +194.1% | +175.7% |
| 1Y | +317.7% | +7.0% | +310.7% | +256.2% |
| 3Y | +478.6% | +85.5% | +393.1% | +163.5% |
| 5Y | +169.5% | +181.2% | -11.7% | -18.7% |
| All | +4,921.3% | +406.5% | +4,514.8% | +1,041.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling