+357.4%
SOXL vs CSGP
-64.9%
+422.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.3% | +7.8% |
| 7D | +5.3% | -4.1% | +9.4% | +1.9% |
| 30D | -11.2% | +2.3% | -13.5% | -8.1% |
| 3M | -55.4% | -8.2% | -47.2% | -51.5% |
| 6M | +107.1% | -35.1% | +142.2% | +129.5% |
| YTD | +179.0% | -54.0% | +233.1% | +228.4% |
| 1Y | +357.4% | -65.3% | +422.7% | +449.9% |
| All | +357.4% | -64.9% | +422.3% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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