+55.9%
SOXL vs CTAS
+25.6%
+30.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.2% | -4.9% |
| 7D | -37.9% | +7.6% | -45.5% | -29.0% |
| 30D | -59.4% | +17.2% | -76.6% | -46.4% |
| 3M | -52.3% | +12.8% | -65.1% | -40.4% |
| 6M | -47.7% | +38.0% | -85.7% | -20.4% |
| YTD | +58.8% | +22.7% | +36.0% | +154.3% |
| 1Y | +55.9% | +25.6% | +30.2% | +151.2% |
| All | +55.9% | +25.6% | +30.3% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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