+0.4%
CNH vs SOXQ
+288.7%
-288.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.1% |
| 7D | +8.8% | +5.3% | +3.5% | +6.6% |
| 30D | +24.7% | -3.7% | +28.4% | +26.3% |
| 3M | +27.3% | -7.8% | +35.2% | +29.6% |
| 6M | +23.2% | +58.4% | -35.2% | -1.1% |
| YTD | +48.9% | +68.1% | -19.2% | +16.0% |
| 1Y | +19.4% | +105.4% | -86.0% | -15.4% |
| 3Y | +7.8% | +239.2% | -231.5% | -43.1% |
| 5Y | +8.7% | +266.9% | -258.2% | -48.2% |
| All | +0.4% | +288.7% | -288.3% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling