+357.4%
SOXL vs CRL
+78.8%
+278.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.5% | +10.7% |
| 7D | +5.3% | -1.0% | +6.4% | +5.8% |
| 30D | -11.2% | +10.7% | -21.9% | -15.5% |
| 3M | -55.4% | +55.3% | -110.6% | -64.9% |
| 6M | +107.1% | +60.7% | +46.5% | +55.9% |
| YTD | +179.0% | +44.6% | +134.4% | +126.5% |
| 1Y | +357.4% | +77.7% | +279.6% | +225.7% |
| All | +357.4% | +78.8% | +278.5% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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