+357.4%
SOXL vs CTVA
+22.4%
+334.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +9.9% |
| 7D | +5.3% | +4.9% | +0.4% | +5.3% |
| 30D | -11.2% | +11.9% | -23.1% | -11.5% |
| 3M | -55.4% | +13.7% | -69.0% | -57.5% |
| 6M | +107.1% | +13.1% | +94.0% | +97.2% |
| YTD | +179.0% | +32.0% | +147.1% | +160.8% |
| 1Y | +357.4% | +22.1% | +335.3% | +317.6% |
| All | +357.4% | +22.4% | +334.9% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling