-4.8%
SOXL vs CHRW
+58.8%
-63.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.0% |
| 7D | +26.9% | +7.3% | +19.6% | +21.3% |
| 30D | -47.2% | -3.6% | -43.7% | -45.3% |
| 3M | -59.9% | -9.6% | -50.3% | -57.5% |
| 6M | -68.3% | -17.0% | -51.3% | -65.2% |
| YTD | +38.8% | -15.4% | +54.3% | +45.8% |
| 1Y | +48.8% | -10.0% | +58.8% | +49.0% |
| 3Y | +196.5% | +82.2% | +114.3% | +27.8% |
| All | -4.8% | +58.8% | -63.6% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling