+20,848.2%
SOXL vs CAG
+38.8%
+20,809.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | +18.4% | -6.6% | +25.0% | +22.0% |
| 30D | -3.2% | +2.3% | -5.5% | -4.8% |
| 3M | -37.6% | +16.3% | -53.9% | -44.8% |
| 6M | +136.1% | -16.0% | +152.1% | +145.7% |
| YTD | +199.5% | -7.7% | +207.2% | +187.5% |
| 1Y | +363.2% | -16.0% | +379.3% | +363.4% |
| 3Y | +496.5% | -37.7% | +534.2% | +551.0% |
| 5Y | +184.8% | -41.2% | +226.0% | +205.0% |
| 10Y | +5,399.0% | -33.8% | +5,432.8% | +4,193.6% |
| All | +20,848.2% | +38.8% | +20,809.4% | +3,848.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling