+162.3%
SOXL vs CRS
+1,363.4%
-1,201.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +6.5% |
| 7D | +3.9% | -6.8% | +10.6% | +11.8% |
| 30D | -14.3% | -16.1% | +1.8% | +4.3% |
| 3M | -45.6% | -21.2% | -24.4% | -25.9% |
| 6M | +117.2% | +8.7% | +108.5% | +120.2% |
| YTD | +189.8% | +41.0% | +148.9% | +121.2% |
| 1Y | +317.7% | +82.7% | +235.1% | +136.9% |
| 3Y | +478.6% | +604.8% | -126.2% | -9.0% |
| All | +162.3% | +1,363.4% | -1,201.1% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling