+150.0%
SOXL vs CEG
+717.5%
-567.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +16.4% | +6.7% | +9.7% | +9.5% |
| 30D | -12.1% | +11.0% | -23.1% | -20.3% |
| 3M | -41.7% | +19.5% | -61.2% | -49.3% |
| 6M | +157.4% | -5.9% | +163.3% | +178.6% |
| YTD | +193.3% | -15.0% | +208.3% | +247.1% |
| 1Y | +355.3% | +0.6% | +354.7% | +373.0% |
| 3Y | +484.2% | +180.6% | +303.5% | +129.9% |
| All | +150.0% | +717.5% | -567.6% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling