+55.9%
SOXL vs CVS
+5.1%
+50.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -12.5% | +3.7% | -8.6% |
| 7D | -37.9% | -11.1% | -26.8% | -37.7% |
| 30D | -59.4% | -7.4% | -52.0% | -59.2% |
| 3M | -52.3% | -22.9% | -29.4% | -51.5% |
| 6M | -47.7% | -1.2% | -46.5% | -49.9% |
| YTD | +58.8% | +3.9% | +54.9% | +43.3% |
| 1Y | +55.9% | +5.6% | +50.3% | +43.3% |
| All | +55.9% | +5.1% | +50.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling