+478.6%
SOXL vs CRS
+612.2%
-133.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +6.5% |
| 7D | +3.9% | -6.8% | +10.6% | +12.0% |
| 30D | -14.3% | -16.1% | +1.8% | +4.6% |
| 3M | -45.6% | -21.2% | -24.4% | -25.4% |
| 6M | +117.2% | +8.7% | +108.5% | +122.5% |
| YTD | +189.8% | +41.0% | +148.9% | +126.2% |
| 1Y | +317.7% | +82.7% | +235.1% | +144.6% |
| 3Y | +478.6% | +604.8% | -126.2% | +50.9% |
| All | +478.6% | +612.2% | -133.6% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling