+1,948.9%
SOXL vs CFG
+216.2%
+1,732.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.7% |
| 7D | +26.9% | +3.2% | +23.7% | +22.9% |
| 30D | -47.2% | +5.1% | -52.4% | -49.2% |
| 3M | -59.9% | -11.2% | -48.6% | -52.9% |
| 6M | -68.3% | +9.6% | -77.9% | -71.6% |
| YTD | +38.8% | +15.0% | +23.9% | +20.2% |
| 1Y | +48.8% | +29.9% | +18.9% | +11.5% |
| 3Y | +196.5% | +192.1% | +4.4% | -3.7% |
| 5Y | -5.0% | +62.3% | -67.3% | -32.7% |
| All | +1,948.9% | +216.2% | +1,732.7% | +1,014.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling