+20,848.2%
SOXL vs CRL
+640.9%
+20,207.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.2% |
| 7D | +18.4% | -4.6% | +23.0% | +25.0% |
| 30D | -3.2% | +0.5% | -3.7% | -4.4% |
| 3M | -37.6% | +46.6% | -84.2% | -64.4% |
| 6M | +136.1% | +57.3% | +78.8% | +16.8% |
| YTD | +199.5% | +39.5% | +159.9% | +69.2% |
| 1Y | +363.2% | +76.9% | +286.4% | +84.4% |
| 3Y | +496.5% | +39.4% | +457.1% | +199.8% |
| 5Y | +184.8% | -37.2% | +222.0% | +381.5% |
| 10Y | +5,399.0% | +253.4% | +5,145.6% | +1,160.1% |
| All | +20,848.2% | +640.9% | +20,207.3% | +1,658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling