+449.8%
SOXL vs CVS
+62.0%
+387.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -8.0% |
| 7D | +8.5% | -2.0% | +10.4% | +8.8% |
| 30D | -13.0% | +1.9% | -14.9% | -13.4% |
| 3M | -35.9% | -2.2% | -33.7% | -35.9% |
| 6M | +112.1% | +26.7% | +85.3% | +100.4% |
| YTD | +175.4% | +22.9% | +152.5% | +159.9% |
| 1Y | +304.9% | +32.9% | +272.0% | +276.7% |
| All | +449.8% | +62.0% | +387.9% | +404.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling