+156.4%
SOXL vs CSGP
-60.4%
+216.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -4.7% | +17.2% | +12.1% |
| 7D | -40.3% | +1.3% | -41.6% | -40.2% |
| 30D | -71.1% | +10.7% | -81.8% | -71.3% |
| 3M | -65.2% | +3.3% | -68.5% | -65.7% |
| 6M | -72.3% | -10.3% | -61.9% | -72.4% |
| YTD | +9.4% | -54.6% | +64.0% | +79.9% |
| 1Y | +7.0% | -54.6% | +61.6% | +74.3% |
| 3Y | +156.4% | -60.3% | +216.7% | +354.5% |
| All | +156.4% | -60.4% | +216.8% | +354.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling