+58.0%
SOXL vs CSGP
-55.2%
+113.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.2% | +18.0% | +17.6% |
| 7D | -1.0% | -7.1% | +6.1% | -9.0% |
| 30D | -48.6% | +3.6% | -52.2% | -43.1% |
| 3M | -50.3% | -2.7% | -47.6% | -46.7% |
| 6M | -65.3% | -8.0% | -57.3% | -59.1% |
| YTD | +57.2% | -55.0% | +112.2% | +106.0% |
| 1Y | +58.0% | -55.8% | +113.8% | +111.6% |
| All | +58.0% | -55.2% | +113.2% | +111.6% |
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