+48.8%
SOXL vs CFG
+28.3%
+20.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.9% |
| 7D | +26.9% | +3.2% | +23.7% | +22.2% |
| 30D | -47.2% | +5.1% | -52.4% | -49.0% |
| 3M | -59.9% | -11.2% | -48.6% | -52.0% |
| 6M | -68.3% | +9.6% | -77.9% | -73.0% |
| YTD | +38.8% | +15.0% | +23.9% | +8.2% |
| 1Y | +48.8% | +29.9% | +18.9% | -1.1% |
| All | +48.8% | +28.3% | +20.5% | -1.1% |
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