+357.4%
SOXL vs CHRW
+17.2%
+340.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.8% | +9.4% |
| 7D | +5.3% | -1.4% | +6.7% | +6.0% |
| 30D | -11.2% | -3.5% | -7.7% | -10.0% |
| 3M | -55.4% | -19.4% | -36.0% | -50.9% |
| 6M | +107.1% | -21.4% | +128.5% | +127.2% |
| YTD | +179.0% | -7.1% | +186.2% | +187.5% |
| 1Y | +357.4% | +17.8% | +339.5% | +379.1% |
| All | +357.4% | +17.2% | +340.1% | +379.1% |
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