+449.8%
SOXL vs COR
+84.5%
+365.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -8.6% |
| 7D | +8.5% | -4.8% | +13.3% | +4.8% |
| 30D | -13.0% | -3.7% | -9.3% | -14.4% |
| 3M | -35.9% | +14.3% | -50.3% | -27.9% |
| 6M | +112.1% | -8.5% | +120.5% | +126.8% |
| YTD | +175.4% | -4.4% | +179.8% | +201.6% |
| 1Y | +304.9% | +9.1% | +295.7% | +384.2% |
| All | +449.8% | +84.5% | +365.3% | +920.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling