+4,671.5%
SOXL vs CFG
+311.8%
+4,359.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.4% | -8.5% |
| 7D | +8.5% | -1.7% | +10.1% | +10.5% |
| 30D | -13.0% | -4.6% | -8.4% | -7.9% |
| 3M | -35.9% | +7.9% | -43.8% | -42.5% |
| 6M | +112.1% | +19.9% | +92.2% | +70.3% |
| YTD | +175.4% | +21.7% | +153.7% | +119.4% |
| 1Y | +304.9% | +38.4% | +266.4% | +178.2% |
| 3Y | +448.6% | +187.0% | +261.6% | +78.9% |
| 5Y | +156.1% | +99.5% | +56.6% | +41.8% |
| All | +4,671.5% | +311.8% | +4,359.7% | +1,643.7% |
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