+55.9%
SOXL vs CSGP
-53.2%
+109.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -4.7% |
| 7D | -37.9% | +18.3% | -56.2% | -24.0% |
| 30D | -59.4% | +17.8% | -77.2% | -48.4% |
| 3M | -52.3% | +9.3% | -61.6% | -42.1% |
| 6M | -47.7% | -7.9% | -39.8% | -33.7% |
| YTD | +58.8% | -51.5% | +110.3% | +131.3% |
| 1Y | +55.9% | -53.3% | +109.2% | +139.8% |
| All | +55.9% | -53.2% | +109.1% | +139.8% |
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