+162.3%
SOXL vs CAG
-43.1%
+205.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +4.9% |
| 7D | +3.9% | -5.7% | +9.6% | +0.7% |
| 30D | -14.3% | -2.4% | -11.9% | -15.1% |
| 3M | -45.6% | +9.8% | -55.4% | -41.2% |
| 6M | +117.2% | -10.8% | +128.0% | +124.9% |
| YTD | +189.8% | -10.8% | +200.7% | +200.9% |
| 1Y | +317.7% | -19.0% | +336.7% | +328.3% |
| 3Y | +478.6% | -39.7% | +518.3% | +461.5% |
| All | +162.3% | -43.1% | +205.4% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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