+55.9%
SOXL vs CP
+35.2%
+20.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -10.3% |
| 7D | -37.9% | +5.6% | -43.5% | -39.7% |
| 30D | -59.4% | +10.0% | -69.4% | -62.1% |
| 3M | -52.3% | +4.4% | -56.7% | -53.4% |
| 6M | -47.7% | +14.1% | -61.8% | -55.5% |
| YTD | +58.8% | +29.1% | +29.7% | +24.5% |
| 1Y | +55.9% | +34.6% | +21.3% | +13.2% |
| All | +55.9% | +35.2% | +20.7% | +13.2% |
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