+478.6%
SOXL vs CAH
+176.8%
+301.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.3% |
| 7D | +3.9% | -5.1% | +9.0% | +4.2% |
| 30D | -14.3% | +0.2% | -14.5% | -14.4% |
| 3M | -45.6% | +6.3% | -51.9% | -46.4% |
| 6M | +117.2% | +9.4% | +107.8% | +113.4% |
| YTD | +189.8% | +15.0% | +174.9% | +181.6% |
| 1Y | +317.7% | +55.4% | +262.3% | +261.3% |
| 3Y | +478.6% | +173.8% | +304.8% | +302.9% |
| All | +478.6% | +176.8% | +301.8% | +302.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling