+4,921.3%
SOXL vs CRL
+256.1%
+4,665.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +2.8% |
| 7D | +3.9% | -3.5% | +7.4% | +8.7% |
| 30D | -14.3% | -2.1% | -12.2% | -12.4% |
| 3M | -45.6% | +48.0% | -93.6% | -69.5% |
| 6M | +117.2% | +64.7% | +52.4% | +1.2% |
| YTD | +189.8% | +39.5% | +150.3% | +63.7% |
| 1Y | +317.7% | +74.2% | +243.5% | +68.8% |
| 3Y | +478.6% | +39.4% | +439.3% | +185.3% |
| 5Y | +169.5% | -36.9% | +206.4% | +392.0% |
| All | +4,921.3% | +256.1% | +4,665.2% | +1,134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling