+20,415.5%
SOXL vs CPB
+10.9%
+20,404.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.6% |
| 7D | +16.4% | -8.2% | +24.6% | +18.8% |
| 30D | -12.1% | -5.6% | -6.5% | -11.1% |
| 3M | -41.7% | +3.0% | -44.7% | -44.0% |
| 6M | +157.4% | -12.7% | +170.1% | +160.3% |
| YTD | +193.3% | -18.0% | +211.3% | +199.6% |
| 1Y | +355.3% | -31.7% | +387.1% | +396.9% |
| 3Y | +484.2% | -41.0% | +525.1% | +524.0% |
| 5Y | +182.7% | -38.4% | +221.1% | +172.0% |
| 10Y | +4,692.2% | -45.0% | +4,737.2% | +4,642.2% |
| All | +20,415.5% | +10.9% | +20,404.5% | +4,708.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling