+158.5%
SOXL vs CVE
+317.2%
-158.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +10.9% |
| 7D | +5.3% | +2.5% | +2.8% | +2.9% |
| 30D | -11.2% | +16.7% | -27.9% | -22.3% |
| 3M | -55.4% | +9.3% | -64.6% | -59.0% |
| 6M | +107.1% | +43.6% | +63.5% | +43.5% |
| YTD | +179.0% | +93.6% | +85.5% | +47.5% |
| 1Y | +357.4% | +98.8% | +258.6% | +134.2% |
| 3Y | +397.5% | +73.6% | +323.9% | +183.0% |
| All | +158.5% | +317.2% | -158.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling