+304.9%
SOXL vs CNH
+20.2%
+284.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.2% | -5.3% |
| 7D | +8.5% | -2.5% | +10.9% | +10.8% |
| 30D | -13.0% | +27.0% | -40.0% | -34.7% |
| 3M | -35.9% | +32.6% | -68.5% | -53.5% |
| 6M | +112.1% | +23.6% | +88.5% | +68.2% |
| YTD | +175.4% | +47.8% | +127.6% | +82.8% |
| 1Y | +304.9% | +21.3% | +283.6% | +239.5% |
| All | +304.9% | +20.2% | +284.7% | +239.5% |
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