+2,054.9%
SOXL vs CVE
+132.7%
+1,922.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -23.3% | -10.0% | -13.3% | -17.0% |
| 30D | -59.9% | -11.9% | -48.0% | -56.1% |
| 3M | -56.8% | -5.9% | -50.9% | -55.3% |
| 6M | -68.3% | -1.6% | -66.7% | -68.8% |
| YTD | +33.5% | +66.3% | -32.8% | -9.3% |
| 1Y | +24.8% | +57.5% | -32.7% | -12.8% |
| 3Y | +177.0% | +65.4% | +111.6% | +97.9% |
| 5Y | -0.2% | +144.2% | -144.4% | -44.1% |
| 10Y | +2,054.9% | +135.5% | +1,919.4% | +694.4% |
| All | +2,054.9% | +132.7% | +1,922.2% | +694.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling