+20,415.5%
SOXL vs COR
+1,599.9%
+18,815.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +6.8% |
| 7D | +16.4% | -1.9% | +18.3% | +18.0% |
| 30D | -12.1% | +1.5% | -13.6% | -14.9% |
| 3M | -41.7% | +18.7% | -60.4% | -54.0% |
| 6M | +157.4% | -9.0% | +166.4% | +148.6% |
| YTD | +193.3% | -3.3% | +196.6% | +166.4% |
| 1Y | +355.3% | +9.8% | +345.5% | +252.2% |
| 3Y | +484.2% | +87.4% | +396.8% | +110.3% |
| 5Y | +182.7% | +180.5% | +2.2% | -38.1% |
| 10Y | +4,692.2% | +398.1% | +4,294.1% | +399.8% |
| All | +20,415.5% | +1,599.9% | +18,815.6% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling