+48.8%
SOXL vs CNH
+16.6%
+32.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.5% |
| 7D | +26.9% | +3.0% | +23.8% | +24.5% |
| 30D | -47.2% | -0.6% | -46.7% | -46.3% |
| 3M | -59.9% | +14.6% | -74.5% | -66.9% |
| 6M | -68.3% | +11.8% | -80.1% | -72.4% |
| YTD | +38.8% | +30.4% | +8.4% | +8.6% |
| 1Y | +48.8% | +19.1% | +29.7% | +23.5% |
| All | +48.8% | +16.6% | +32.2% | +23.5% |
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