+184.8%
SOXL vs CP
+30.0%
+154.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +4.2% |
| 7D | +18.4% | +0.6% | +17.8% | +16.9% |
| 30D | -3.2% | -0.5% | -2.7% | -2.6% |
| 3M | -37.6% | +0.1% | -37.7% | -40.7% |
| 6M | +136.1% | +7.8% | +128.3% | +97.5% |
| YTD | +199.5% | +22.9% | +176.6% | +90.8% |
| 1Y | +363.2% | +21.3% | +341.9% | +201.3% |
| 3Y | +496.5% | +20.4% | +476.1% | +323.9% |
| 5Y | +184.8% | +34.9% | +149.9% | +85.8% |
| All | +184.8% | +30.0% | +154.8% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling