+196.5%
SOXL vs CHRW
+80.1%
+116.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.0% |
| 7D | +26.9% | +7.3% | +19.6% | +23.4% |
| 30D | -47.2% | -3.6% | -43.7% | -46.1% |
| 3M | -59.9% | -9.6% | -50.3% | -58.4% |
| 6M | -68.3% | -17.0% | -51.3% | -66.2% |
| YTD | +38.8% | -15.4% | +54.3% | +45.8% |
| 1Y | +48.8% | -10.0% | +58.8% | +52.4% |
| 3Y | +196.5% | +82.2% | +114.3% | +126.3% |
| All | +196.5% | +80.1% | +116.4% | +126.3% |
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