+10,896.4%
SOXL vs CP
+937.0%
+9,959.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | 0.0% | +17.8% | +17.8% |
| 7D | -1.0% | -0.7% | -0.3% | +1.0% |
| 30D | -48.6% | +9.6% | -58.2% | -57.1% |
| 3M | -50.3% | +2.2% | -52.6% | -54.0% |
| 6M | -65.3% | +11.1% | -76.4% | -73.1% |
| YTD | +57.2% | +28.2% | +29.0% | -4.2% |
| 1Y | +58.0% | +32.2% | +25.9% | -7.8% |
| 3Y | +226.2% | +35.5% | +190.7% | +102.1% |
| 5Y | +10.5% | +26.8% | -16.3% | -12.7% |
| 10Y | +2,180.9% | +256.9% | +1,923.9% | +453.4% |
| All | +10,896.4% | +937.0% | +9,959.4% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling