-25.4%
SOXL vs CSGP
-63.4%
+38.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -4.7% | +17.2% | +15.1% |
| 7D | -40.3% | +1.3% | -41.6% | -41.2% |
| 30D | -71.1% | +10.7% | -81.8% | -75.3% |
| 3M | -65.2% | +3.3% | -68.5% | -70.1% |
| 6M | -72.3% | -10.3% | -61.9% | -77.0% |
| YTD | +9.4% | -54.6% | +64.0% | +83.3% |
| 1Y | +7.0% | -54.6% | +61.6% | +76.7% |
| 3Y | +156.4% | -60.3% | +216.7% | +383.8% |
| All | -25.4% | -63.4% | +38.0% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling