+55.9%
SOXL vs CRS
-3.8%
+59.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.3% | -6.8% |
| 7D | -37.9% | +4.3% | -42.2% | -40.9% |
| 30D | -59.4% | -25.5% | -33.9% | -39.9% |
| 3M | -52.3% | -48.7% | -3.6% | +19.5% |
| 6M | -47.7% | -31.6% | -16.1% | +4.9% |
| YTD | +58.8% | -7.0% | +65.8% | +148.0% |
| 1Y | +55.9% | -4.5% | +60.4% | +137.1% |
| All | +55.9% | -3.8% | +59.7% | +137.1% |
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