+25.1%
SOXL vs CSGP
-53.7%
+78.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.3% | +20.0% | +24.5% |
| 7D | -17.6% | -1.8% | -15.7% | -19.5% |
| 30D | -59.8% | +5.3% | -65.1% | -54.8% |
| 3M | -59.9% | +3.3% | -63.2% | -54.2% |
| 6M | -68.2% | -4.7% | -63.5% | -61.3% |
| YTD | +33.8% | -53.5% | +87.3% | +76.9% |
| All | +25.1% | -53.7% | +78.8% | +66.5% |
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