+55.9%
SOXL vs CNH
+15.2%
+40.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.7% |
| 7D | -37.9% | +6.5% | -44.3% | -41.8% |
| 30D | -59.4% | -12.0% | -47.5% | -55.3% |
| 3M | -52.3% | +4.4% | -56.7% | -57.4% |
| 6M | -47.7% | +15.7% | -63.4% | -56.8% |
| YTD | +58.8% | +28.2% | +30.5% | +20.2% |
| 1Y | +55.9% | +14.8% | +41.1% | +30.6% |
| All | +55.9% | +15.2% | +40.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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