+4,921.3%
SOXL vs CVS
+41.0%
+4,880.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.7% |
| 7D | +3.9% | -2.2% | +6.0% | +5.4% |
| 30D | -14.3% | -0.1% | -14.2% | -15.0% |
| 3M | -45.6% | -5.2% | -40.4% | -44.7% |
| 6M | +117.2% | +26.9% | +90.3% | +75.8% |
| YTD | +189.8% | +22.1% | +167.8% | +135.9% |
| 1Y | +317.7% | +30.8% | +286.9% | +219.4% |
| 3Y | +478.6% | +54.4% | +424.2% | +236.3% |
| 5Y | +169.5% | +33.4% | +136.2% | +87.8% |
| All | +4,921.3% | +41.0% | +4,880.3% | +3,033.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling