+357.4%
SOXL vs CAH
+65.8%
+291.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +9.6% |
| 7D | +5.3% | +5.4% | 0.0% | +7.7% |
| 30D | -11.2% | +3.3% | -14.5% | -9.8% |
| 3M | -55.4% | +22.8% | -78.1% | -52.4% |
| 6M | +107.1% | +11.3% | +95.9% | +123.6% |
| YTD | +179.0% | +21.1% | +157.9% | +206.8% |
| 1Y | +357.4% | +67.2% | +290.1% | +437.1% |
| All | +357.4% | +65.8% | +291.5% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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