+55.9%
SOXL vs CHRW
-10.6%
+66.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.1% | -8.9% |
| 7D | -37.9% | +4.9% | -42.8% | -38.9% |
| 30D | -59.4% | -4.8% | -54.6% | -58.9% |
| 3M | -52.3% | -13.1% | -39.2% | -50.1% |
| 6M | -47.7% | -16.3% | -31.3% | -45.4% |
| YTD | +58.8% | -15.8% | +74.6% | +16.4% |
| 1Y | +55.9% | -11.1% | +67.0% | -0.7% |
| All | +55.9% | -10.6% | +66.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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