+317.7%
SOXL vs CEG
-10.5%
+328.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.7% |
| 7D | +3.9% | -4.8% | +8.6% | +10.0% |
| 30D | -14.3% | +2.3% | -16.6% | -16.3% |
| 3M | -45.6% | +15.6% | -61.2% | -52.5% |
| 6M | +117.2% | -5.0% | +122.2% | +130.5% |
| YTD | +189.8% | -19.0% | +208.9% | +259.1% |
| 1Y | +317.7% | -10.0% | +327.7% | +406.4% |
| All | +317.7% | -10.5% | +328.3% | +406.4% |
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