+28.0%
CNH vs SOXQ
+111.3%
-83.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.7% | +3.1% |
| 7D | +23.3% | +2.3% | +20.9% | +22.5% |
| 30D | +33.5% | -2.3% | +35.7% | +34.2% |
| 3M | +32.7% | -13.8% | +46.5% | +37.7% |
| 6M | +22.2% | +48.6% | -26.4% | +5.4% |
| YTD | +57.7% | +66.0% | -8.3% | +32.1% |
| 1Y | +28.0% | +107.9% | -79.9% | -1.7% |
| All | +28.0% | +111.3% | -83.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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