+357.4%
SOXL vs CRBG
+3.6%
+353.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.4% |
| 7D | +5.3% | +5.7% | -0.4% | +1.6% |
| 30D | -11.2% | +2.6% | -13.8% | -13.2% |
| 3M | -55.4% | +31.6% | -86.9% | -64.4% |
| 6M | +107.1% | +32.8% | +74.3% | +61.7% |
| YTD | +179.0% | +16.5% | +162.6% | +138.9% |
| 1Y | +357.4% | +6.1% | +351.3% | +305.2% |
| All | +357.4% | +3.6% | +353.8% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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