+939.4%
SOXL vs CRBG
+117.3%
+822.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +3.5% |
| 7D | +3.9% | +0.6% | +3.3% | +2.9% |
| 30D | -14.3% | +2.6% | -16.9% | -17.9% |
| 3M | -45.6% | +24.0% | -69.6% | -60.5% |
| 6M | +117.2% | +50.5% | +66.7% | +20.1% |
| YTD | +189.8% | +17.1% | +172.7% | +119.9% |
| 1Y | +317.7% | +5.9% | +311.9% | +259.0% |
| 3Y | +478.6% | +122.7% | +355.9% | +138.8% |
| All | +939.4% | +117.3% | +822.1% | +415.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling