+149.2%
SOXL vs CVS
+33.7%
+115.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -8.0% |
| 7D | +8.5% | -2.0% | +10.4% | +9.3% |
| 30D | -13.0% | +1.9% | -14.9% | -14.0% |
| 3M | -35.9% | -2.2% | -33.7% | -36.0% |
| 6M | +112.1% | +26.7% | +85.3% | +87.4% |
| YTD | +175.4% | +22.9% | +152.5% | +143.3% |
| 1Y | +304.9% | +32.9% | +272.0% | +243.4% |
| 3Y | +448.6% | +62.3% | +386.3% | +284.9% |
| All | +149.2% | +33.7% | +115.6% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling