+19,418.6%
SOXL vs CP
+910.8%
+18,507.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.5% | +9.3% |
| 7D | +5.3% | -2.7% | +8.0% | +10.1% |
| 30D | -11.2% | +0.2% | -11.4% | -11.4% |
| 3M | -55.4% | +2.6% | -57.9% | -59.1% |
| 6M | +107.1% | +6.0% | +101.2% | +84.7% |
| YTD | +179.0% | +24.9% | +154.1% | +84.4% |
| 1Y | +357.4% | +20.1% | +337.3% | +222.2% |
| 3Y | +397.5% | +16.4% | +381.1% | +308.1% |
| 5Y | +155.9% | +31.7% | +124.2% | +96.8% |
| 10Y | +4,301.6% | +223.9% | +4,077.7% | +1,174.2% |
| All | +19,418.6% | +910.8% | +18,507.8% | +619.2% |
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 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