+20,174.1%
SOXL vs CRM
+1,247.4%
+18,926.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +3.0% |
| 7D | +3.9% | -4.4% | +8.3% | +9.1% |
| 30D | -14.3% | +28.1% | -42.4% | -41.0% |
| 3M | -45.6% | +48.8% | -94.4% | -73.3% |
| 6M | +117.2% | +28.3% | +88.9% | +12.1% |
| YTD | +189.8% | -6.0% | +195.9% | +111.8% |
| 1Y | +317.7% | +1.4% | +316.3% | +174.4% |
| 3Y | +478.6% | +11.8% | +466.8% | +254.1% |
| 5Y | +169.5% | -2.0% | +171.5% | +145.5% |
| 10Y | +5,222.1% | +239.6% | +4,982.4% | +1,496.8% |
| All | +20,174.1% | +1,247.4% | +18,926.7% | +997.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling