+10.5%
SOXL vs CP
+25.9%
-15.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | 0.0% | +17.8% | +17.8% |
| 7D | -1.0% | -0.7% | -0.3% | +1.1% |
| 30D | -48.6% | +9.6% | -58.2% | -57.7% |
| 3M | -50.3% | +2.2% | -52.6% | -54.2% |
| 6M | -65.3% | +11.1% | -76.4% | -74.0% |
| YTD | +57.2% | +28.2% | +29.0% | -11.2% |
| 1Y | +58.0% | +32.2% | +25.9% | -15.3% |
| 3Y | +226.2% | +35.5% | +190.7% | +78.4% |
| 5Y | +10.5% | +26.8% | -16.3% | -24.3% |
| All | +10.5% | +25.9% | -15.5% | -24.3% |
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