+136.1%
SOXL vs CTVA
+10.7%
+125.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +1.7% |
| 7D | +18.4% | -5.8% | +24.2% | +16.6% |
| 30D | -3.2% | +11.1% | -14.2% | -1.8% |
| 3M | -37.6% | +13.2% | -50.8% | -43.6% |
| 6M | +136.1% | +8.7% | +127.3% | +114.8% |
| All | +136.1% | +10.7% | +125.4% | +114.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling