+20,415.5%
SOXL vs CTAS
+3,648.5%
+16,767.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +16.4% | 0.0% | +16.4% | +16.3% |
| 30D | -12.1% | -1.0% | -11.1% | -11.9% |
| 3M | -41.7% | +15.8% | -57.5% | -63.5% |
| 6M | +157.4% | -1.0% | +158.4% | +107.5% |
| YTD | +193.3% | +7.4% | +185.9% | +97.9% |
| 1Y | +355.3% | -0.1% | +355.5% | +245.1% |
| 3Y | +484.2% | +66.3% | +417.9% | +65.7% |
| 5Y | +182.7% | +111.0% | +71.7% | -31.5% |
| 10Y | +4,692.2% | +662.9% | +4,029.3% | +32.8% |
| All | +20,415.5% | +3,648.5% | +16,767.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling