+19,165.6%
SOXL vs CVX
+454.9%
+18,710.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -7.4% |
| 7D | +8.5% | +0.7% | +7.8% | +7.4% |
| 30D | -13.0% | +9.1% | -22.1% | -23.4% |
| 3M | -35.9% | +13.1% | -49.0% | -50.0% |
| 6M | +112.1% | +16.3% | +95.8% | +46.8% |
| YTD | +175.4% | +43.5% | +131.9% | +36.4% |
| 1Y | +304.9% | +40.2% | +264.7% | +105.0% |
| 3Y | +448.6% | +44.2% | +404.3% | +169.6% |
| 5Y | +156.1% | +170.6% | -14.5% | -54.2% |
| 10Y | +4,957.3% | +220.3% | +4,737.0% | +661.5% |
| All | +19,165.6% | +454.9% | +18,710.7% | +790.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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