+497.9%
SOXL vs CEG
+175.4%
+322.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.8% |
| 7D | +18.4% | +1.3% | +17.0% | +17.0% |
| 30D | -3.2% | +8.8% | -12.0% | -10.6% |
| 3M | -37.6% | +17.0% | -54.6% | -44.7% |
| 6M | +136.1% | -8.7% | +144.8% | +162.0% |
| YTD | +199.5% | -16.4% | +215.9% | +258.9% |
| 1Y | +363.2% | -1.8% | +365.0% | +391.9% |
| All | +497.9% | +175.4% | +322.5% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling