+478.6%
SOXL vs CTVA
+74.2%
+404.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.7% |
| 7D | +3.9% | -4.5% | +8.4% | +7.1% |
| 30D | -14.3% | +11.3% | -25.6% | -22.0% |
| 3M | -45.6% | +12.3% | -57.9% | -53.3% |
| 6M | +117.2% | +7.2% | +110.0% | +94.4% |
| YTD | +189.8% | +26.0% | +163.8% | +124.0% |
| 1Y | +317.7% | +16.0% | +301.7% | +242.7% |
| 3Y | +478.6% | +73.9% | +404.7% | +270.8% |
| All | +478.6% | +74.2% | +404.4% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling