+449.8%
SOXL vs CHRW
+87.9%
+362.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.3% | -9.3% | -8.6% |
| 7D | +8.5% | +4.4% | +4.1% | +6.3% |
| 30D | -13.0% | +5.5% | -18.5% | -15.2% |
| 3M | -35.9% | -17.3% | -18.7% | -30.4% |
| 6M | +112.1% | -12.7% | +124.7% | +123.4% |
| YTD | +175.4% | -4.1% | +179.5% | +175.3% |
| 1Y | +304.9% | +21.2% | +283.6% | +261.9% |
| All | +449.8% | +87.9% | +362.0% | +304.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling