+196.5%
SOXL vs CVE
+74.2%
+122.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -11.6% |
| 7D | +26.9% | +5.9% | +20.9% | +21.0% |
| 30D | -47.2% | -10.9% | -36.4% | -41.2% |
| 3M | -59.9% | -4.5% | -55.3% | -58.7% |
| 6M | -68.3% | -1.0% | -67.4% | -69.2% |
| YTD | +38.8% | +74.7% | -35.9% | -33.4% |
| 1Y | +48.8% | +65.8% | -17.0% | -25.2% |
| 3Y | +196.5% | +73.2% | +123.3% | +37.5% |
| All | +196.5% | +74.2% | +122.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling