+497.9%
SOXL vs CNH
+9.4%
+488.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | -0.4% |
| 7D | +18.4% | +1.8% | +16.5% | +15.3% |
| 30D | -3.2% | +32.6% | -35.8% | -33.9% |
| 3M | -37.6% | +29.4% | -67.0% | -55.3% |
| 6M | +136.1% | +26.0% | +110.1% | +78.3% |
| YTD | +199.5% | +52.2% | +147.3% | +75.6% |
| 1Y | +363.2% | +23.9% | +339.4% | +251.7% |
| All | +497.9% | +9.4% | +488.5% | +398.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling