+357.4%
SOXL vs CRS
+102.1%
+255.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +8.0% |
| 7D | +5.3% | -0.2% | +5.6% | +5.7% |
| 30D | -11.2% | -16.6% | +5.4% | +9.2% |
| 3M | -55.4% | -3.5% | -51.9% | -48.4% |
| 6M | +107.1% | +15.4% | +91.7% | +108.4% |
| YTD | +179.0% | +51.2% | +127.8% | +140.2% |
| 1Y | +357.4% | +98.3% | +259.1% | +261.7% |
| All | +357.4% | +102.1% | +255.3% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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