+4,692.2%
SOXL vs CVE
+170.0%
+4,522.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +3.5% |
| 7D | +16.4% | +0.2% | +16.2% | +16.2% |
| 30D | -12.1% | +17.5% | -29.6% | -21.3% |
| 3M | -41.7% | +16.2% | -57.9% | -48.5% |
| 6M | +157.4% | +47.8% | +109.6% | +90.4% |
| YTD | +193.3% | +98.5% | +94.8% | +78.0% |
| 1Y | +355.3% | +109.8% | +245.6% | +165.8% |
| 3Y | +484.2% | +75.5% | +408.7% | +297.2% |
| 5Y | +182.7% | +341.6% | -158.9% | +11.0% |
| 10Y | +4,692.2% | +159.8% | +4,532.5% | +1,565.7% |
| All | +4,692.2% | +170.0% | +4,522.2% | +1,565.7% |
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