+48.8%
SOXL vs CP
+31.6%
+17.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.8% |
| 7D | +26.9% | +2.1% | +24.7% | +25.8% |
| 30D | -47.2% | +9.3% | -56.6% | -50.1% |
| 3M | -59.9% | +0.5% | -60.3% | -59.5% |
| 6M | -68.3% | +10.4% | -78.7% | -71.9% |
| YTD | +38.8% | +28.7% | +10.2% | +11.7% |
| 1Y | +48.8% | +33.2% | +15.6% | +11.5% |
| All | +48.8% | +31.6% | +17.2% | +11.5% |
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