+449.8%
SOXL vs CPB
-43.2%
+493.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.3% | -3.7% | -11.2% |
| 7D | +8.5% | -5.4% | +13.8% | +3.9% |
| 30D | -13.0% | -7.8% | -5.1% | -17.7% |
| 3M | -35.9% | -6.9% | -29.0% | -36.0% |
| 6M | +112.1% | -12.2% | +124.2% | +109.6% |
| YTD | +175.4% | -21.1% | +196.5% | +162.8% |
| 1Y | +304.9% | -33.5% | +338.4% | +264.0% |
| All | +449.8% | -43.2% | +493.0% | +379.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling