+497.9%
SOXL vs CTSH
-14.2%
+512.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.7% |
| 7D | +18.4% | -8.2% | +26.6% | +20.2% |
| 30D | -3.2% | +0.4% | -3.6% | -3.8% |
| 3M | -37.6% | +10.6% | -48.2% | -38.8% |
| 6M | +136.1% | -8.8% | +144.9% | +177.4% |
| YTD | +199.5% | -28.6% | +228.1% | +385.2% |
| 1Y | +363.2% | -15.9% | +379.2% | +443.5% |
| All | +497.9% | -14.2% | +512.1% | +690.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 3y: compounded portfolio wealth divided by compounded CTSH 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…
3y analysis · Full analysis span regression · 6 months rolling