+55.9%
SOXL vs CMG
+12.0%
+43.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.8% | -14.6% | -7.7% |
| 7D | -37.9% | +22.5% | -60.4% | -35.8% |
| 30D | -59.4% | +14.1% | -73.5% | -58.3% |
| 3M | -52.3% | +4.1% | -56.4% | -51.6% |
| 6M | -47.7% | +10.1% | -57.8% | -47.6% |
| YTD | +58.8% | -4.9% | +63.6% | +71.6% |
| 1Y | +55.9% | +10.9% | +45.0% | +50.8% |
| All | +55.9% | +12.0% | +43.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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