+20,848.2%
SOXL vs CVS
+309.6%
+20,538.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.8% |
| 7D | +18.4% | -1.9% | +20.3% | +20.5% |
| 30D | -3.2% | -0.3% | -2.9% | -4.1% |
| 3M | -37.6% | -1.1% | -36.5% | -38.7% |
| 6M | +136.1% | +23.7% | +112.4% | +81.6% |
| YTD | +199.5% | +23.0% | +176.5% | +124.1% |
| 1Y | +363.2% | +37.2% | +326.1% | +205.4% |
| 3Y | +496.5% | +62.4% | +434.0% | +158.1% |
| 5Y | +184.8% | +31.8% | +153.0% | +61.2% |
| 10Y | +5,399.0% | +41.9% | +5,357.1% | +2,679.4% |
| All | +20,848.2% | +309.6% | +20,538.6% | +1,408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling