+7,555.7%
SOXL vs CSGP
+636.0%
+6,919.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -4.7% | +17.2% | +17.5% |
| 7D | -40.3% | +1.3% | -41.6% | -42.1% |
| 30D | -71.1% | +10.7% | -81.8% | -78.1% |
| 3M | -65.2% | +3.3% | -68.5% | -73.5% |
| 6M | -72.3% | -10.3% | -61.9% | -80.2% |
| YTD | +9.4% | -54.6% | +64.0% | +66.6% |
| 1Y | +7.0% | -54.6% | +61.6% | +60.5% |
| 3Y | +156.4% | -60.3% | +216.7% | +352.0% |
| 5Y | -22.2% | -63.3% | +41.1% | +77.6% |
| 10Y | +1,682.4% | +66.5% | +1,615.9% | +628.7% |
| All | +7,555.7% | +636.0% | +6,919.7% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling