+55.9%
SOXL vs CFG
+34.2%
+21.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.2% | -11.8% |
| 7D | -37.9% | +1.8% | -39.7% | -39.1% |
| 30D | -59.4% | +3.3% | -62.7% | -61.1% |
| 3M | -52.3% | -9.8% | -42.5% | -45.3% |
| 6M | -47.7% | +5.2% | -52.9% | -54.0% |
| YTD | +58.8% | +16.1% | +42.7% | +13.9% |
| 1Y | +55.9% | +33.7% | +22.2% | -16.7% |
| All | +55.9% | +34.2% | +21.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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