+134.7%
SOXL vs CEG
+681.8%
-547.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.7% | -5.3% | -5.4% |
| 7D | +8.5% | +0.3% | +8.1% | +8.5% |
| 30D | -13.0% | +2.9% | -15.9% | -15.0% |
| 3M | -35.9% | +18.2% | -54.1% | -43.8% |
| 6M | +112.1% | -9.5% | +121.6% | +138.6% |
| YTD | +175.4% | -18.7% | +194.1% | +240.6% |
| 1Y | +304.9% | -10.1% | +315.0% | +368.1% |
| 3Y | +448.6% | +168.3% | +280.2% | +125.5% |
| All | +134.7% | +681.8% | -547.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling