+156.1%
SOXL vs CTAS
+107.0%
+49.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -6.7% |
| 7D | +8.5% | -1.3% | +9.7% | +10.8% |
| 30D | -13.0% | -3.1% | -9.9% | -9.6% |
| 3M | -35.9% | +10.3% | -46.2% | -55.4% |
| 6M | +112.1% | +1.6% | +110.4% | +67.1% |
| YTD | +175.4% | +6.3% | +169.1% | +90.3% |
| 1Y | +304.9% | -0.5% | +305.4% | +215.1% |
| 3Y | +448.6% | +64.6% | +384.0% | +2.2% |
| 5Y | +156.1% | +106.0% | +50.1% | -68.7% |
| All | +156.1% | +107.0% | +49.1% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling