+357.4%
SOXL vs CPB
-32.6%
+390.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.4% | +13.3% | +5.8% |
| 7D | +5.3% | -8.6% | +13.9% | -5.1% |
| 30D | -11.2% | -7.2% | -4.0% | -18.3% |
| 3M | -55.4% | +0.9% | -56.2% | -51.2% |
| 6M | +107.1% | -11.8% | +118.9% | +106.3% |
| YTD | +179.0% | -19.4% | +198.4% | +167.7% |
| 1Y | +357.4% | -30.4% | +387.7% | +324.9% |
| All | +357.4% | -32.6% | +390.0% | +324.9% |
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