+162.3%
SOXL vs CPB
-41.0%
+203.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.4% |
| 7D | +3.9% | -1.8% | +5.6% | +2.6% |
| 30D | -14.3% | -7.1% | -7.2% | -17.4% |
| 3M | -45.6% | -6.0% | -39.6% | -45.4% |
| 6M | +117.2% | -5.3% | +122.4% | +122.0% |
| YTD | +189.8% | -20.8% | +210.7% | +181.1% |
| 1Y | +317.7% | -33.8% | +351.6% | +287.4% |
| 3Y | +478.6% | -43.7% | +522.4% | +409.1% |
| All | +162.3% | -41.0% | +203.3% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling