+4,921.3%
SOXL vs CRM
+241.6%
+4,679.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +2.8% |
| 7D | +3.9% | -4.4% | +8.3% | +9.4% |
| 30D | -14.3% | +28.1% | -42.4% | -42.7% |
| 3M | -45.6% | +48.8% | -94.4% | -75.0% |
| 6M | +117.2% | +28.3% | +88.9% | +4.9% |
| YTD | +189.8% | -6.0% | +195.9% | +108.7% |
| 1Y | +317.7% | +1.4% | +316.3% | +164.1% |
| 3Y | +478.6% | +11.8% | +466.8% | +218.4% |
| 5Y | +169.5% | -2.0% | +171.5% | +124.9% |
| All | +4,921.3% | +241.6% | +4,679.7% | +751.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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