+19,165.6%
SOXL vs CRS
+1,691.3%
+17,474.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.2% | -5.8% | -5.7% |
| 7D | +8.5% | -4.1% | +12.6% | +13.2% |
| 30D | -13.0% | -16.6% | +3.6% | +5.2% |
| 3M | -35.9% | -14.3% | -21.7% | -20.4% |
| 6M | +112.1% | +11.6% | +100.5% | +108.1% |
| YTD | +175.4% | +42.6% | +132.8% | +107.5% |
| 1Y | +304.9% | +81.8% | +223.1% | +132.3% |
| 3Y | +448.6% | +632.1% | -183.5% | -18.4% |
| 5Y | +156.1% | +1,401.6% | -1,245.5% | -81.2% |
| 10Y | +4,957.3% | +1,379.0% | +3,578.3% | +231.1% |
| All | +19,165.6% | +1,691.3% | +17,474.3% | +1,126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling