+55.9%
SOXL vs CPB
-18.4%
+74.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.9% | -14.7% | -0.3% |
| 7D | -37.9% | +13.0% | -50.9% | -24.4% |
| 30D | -59.4% | +20.5% | -79.9% | -44.2% |
| 3M | -52.3% | +2.2% | -54.5% | -45.8% |
| 6M | -47.7% | +15.4% | -63.1% | -26.6% |
| YTD | +58.8% | -12.3% | +71.1% | +85.0% |
| 1Y | +55.9% | -18.0% | +73.9% | +74.3% |
| All | +55.9% | -18.4% | +74.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling