+162.3%
SOXL vs CPAY
+55.3%
+107.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -2.0% | +5.8% | +6.5% |
| 30D | -14.3% | -0.4% | -14.0% | -15.0% |
| 3M | -45.6% | +16.4% | -62.0% | -60.6% |
| 6M | +117.2% | +23.5% | +93.7% | +39.3% |
| YTD | +189.8% | +35.7% | +154.2% | +49.0% |
| 1Y | +317.7% | +30.2% | +287.6% | +121.2% |
| 3Y | +478.6% | +49.7% | +428.9% | +158.8% |
| All | +162.3% | +55.3% | +107.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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