+19,165.6%
SOXL vs CMG
+1,520.8%
+17,644.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.3% | -8.3% |
| 7D | +8.5% | -3.8% | +12.3% | +12.3% |
| 30D | -13.0% | +12.9% | -25.9% | -23.8% |
| 3M | -35.9% | +18.8% | -54.7% | -49.8% |
| 6M | +112.1% | +4.1% | +108.0% | +80.7% |
| YTD | +175.4% | -2.4% | +177.8% | +148.5% |
| 1Y | +304.9% | -6.7% | +311.5% | +266.0% |
| 3Y | +448.6% | -7.1% | +455.7% | +424.2% |
| 5Y | +156.1% | -5.0% | +161.1% | +179.4% |
| 10Y | +4,957.3% | +323.5% | +4,633.8% | +1,870.6% |
| All | +19,165.6% | +1,520.8% | +17,644.8% | +1,126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling