+20,415.5%
SOXL vs CTSH
+172.3%
+20,243.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +10.3% |
| 7D | +16.4% | -5.5% | +21.9% | +24.2% |
| 30D | -12.1% | +4.5% | -16.6% | -20.3% |
| 3M | -41.7% | +13.7% | -55.4% | -64.4% |
| 6M | +157.4% | -8.4% | +165.8% | +93.7% |
| YTD | +193.3% | -26.5% | +219.8% | +191.7% |
| 1Y | +355.3% | -13.9% | +369.3% | +247.3% |
| 3Y | +484.2% | -11.3% | +495.5% | +373.7% |
| 5Y | +182.7% | -14.8% | +197.5% | +211.2% |
| 10Y | +4,692.2% | +22.5% | +4,669.7% | +4,118.1% |
| All | +20,415.5% | +172.3% | +20,243.2% | +5,202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling