+55.9%
SOXL vs CEG
-33.0%
+88.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.7% | -2.1% | -0.9% |
| 7D | -37.9% | -4.8% | -33.1% | -33.8% |
| 30D | -59.4% | -8.2% | -51.2% | -54.7% |
| 3M | -52.3% | -7.9% | -44.4% | -46.2% |
| 6M | -47.7% | -23.2% | -24.5% | -27.8% |
| YTD | +58.8% | -30.1% | +88.9% | +135.2% |
| 1Y | +55.9% | -31.9% | +87.8% | +144.1% |
| All | +55.9% | -33.0% | +88.9% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling