+1,948.9%
SOXL vs CNH
+106.0%
+1,842.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.3% |
| 7D | +26.9% | +3.0% | +23.8% | +23.2% |
| 30D | -47.2% | -0.6% | -46.7% | -46.4% |
| 3M | -59.9% | +14.6% | -74.5% | -68.8% |
| 6M | -68.3% | +11.8% | -80.1% | -73.9% |
| YTD | +38.8% | +30.4% | +8.4% | -8.5% |
| 1Y | +48.8% | +19.1% | +29.7% | +10.5% |
| 3Y | +196.5% | +30.2% | +166.3% | +101.4% |
| 5Y | -5.0% | -17.8% | +12.8% | +37.8% |
| All | +1,948.9% | +106.0% | +1,842.9% | +1,373.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling