+357.4%
SOXL vs CMG
-11.4%
+368.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +10.0% |
| 7D | +5.3% | -2.8% | +8.1% | +5.6% |
| 30D | -11.2% | +7.1% | -18.3% | -12.0% |
| 3M | -55.4% | +31.2% | -86.5% | -58.5% |
| 6M | +107.1% | +0.7% | +106.5% | +112.6% |
| YTD | +179.0% | -0.1% | +179.1% | +187.0% |
| 1Y | +357.4% | -10.7% | +368.1% | +395.2% |
| All | +357.4% | -11.4% | +368.8% | +395.2% |
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