+4,921.3%
SOXL vs CTAS
+687.6%
+4,233.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +2.6% |
| 7D | +3.9% | +0.5% | +3.4% | +3.2% |
| 30D | -14.3% | -0.7% | -13.6% | -14.3% |
| 3M | -45.6% | +11.1% | -56.7% | -62.2% |
| 6M | +117.2% | +2.1% | +115.1% | +69.2% |
| YTD | +189.8% | +8.0% | +181.9% | +98.5% |
| 1Y | +317.7% | -0.5% | +318.2% | +226.1% |
| 3Y | +478.6% | +66.2% | +412.4% | +70.8% |
| 5Y | +169.5% | +109.2% | +60.3% | -31.0% |
| All | +4,921.3% | +687.6% | +4,233.7% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling