+178.5%
SOXL vs CTSH
-17.4%
+195.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +4.9% |
| 7D | +18.4% | -8.2% | +26.6% | +27.6% |
| 30D | -3.2% | +0.4% | -3.6% | -6.1% |
| 3M | -37.6% | +10.6% | -48.2% | -54.1% |
| 6M | +136.1% | -8.8% | +144.9% | +113.1% |
| YTD | +199.5% | -28.6% | +228.1% | +289.9% |
| 1Y | +363.2% | -15.9% | +379.2% | +322.4% |
| 3Y | +496.5% | -13.9% | +510.4% | +460.8% |
| All | +178.5% | -17.4% | +195.9% | +292.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling