+357.4%
SOXL vs CP
+19.9%
+337.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.5% | +9.6% |
| 7D | +5.3% | -2.7% | +8.0% | +7.7% |
| 30D | -11.2% | +0.2% | -11.4% | -11.0% |
| 3M | -55.4% | +2.6% | -57.9% | -57.4% |
| 6M | +107.1% | +6.0% | +101.2% | +86.0% |
| YTD | +179.0% | +24.9% | +154.1% | +126.5% |
| 1Y | +357.4% | +20.1% | +337.3% | +279.7% |
| All | +357.4% | +19.9% | +337.4% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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