+6,419.7%
SOXL vs CFG
+396.4%
+6,023.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +10.0% |
| 7D | +5.3% | +1.5% | +3.8% | +3.3% |
| 30D | -11.2% | -3.8% | -7.4% | -6.7% |
| 3M | -55.4% | +11.5% | -66.8% | -61.5% |
| 6M | +107.1% | +19.2% | +87.9% | +68.0% |
| YTD | +179.0% | +23.7% | +155.3% | +117.5% |
| 1Y | +357.4% | +38.8% | +318.5% | +211.6% |
| 3Y | +397.5% | +178.9% | +218.6% | +64.0% |
| 5Y | +155.9% | +101.8% | +54.1% | +37.5% |
| 10Y | +4,301.6% | +317.3% | +3,984.3% | +904.7% |
| All | +6,419.7% | +396.4% | +6,023.3% | +1,150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling