+14,316.4%
SOXL vs CNH
+64.7%
+14,251.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.0% | +5.8% | +4.9% |
| 7D | +5.3% | +23.3% | -18.0% | -20.0% |
| 30D | -11.2% | +33.5% | -44.7% | -40.1% |
| 3M | -55.4% | +32.7% | -88.1% | -69.2% |
| 6M | +107.1% | +22.2% | +85.0% | +62.1% |
| YTD | +179.0% | +57.7% | +121.3% | +55.9% |
| 1Y | +357.4% | +28.0% | +329.4% | +230.3% |
| 3Y | +397.5% | +11.5% | +385.9% | +340.3% |
| 5Y | +155.9% | +11.9% | +144.0% | +164.2% |
| 10Y | +4,301.6% | +162.8% | +4,138.8% | +2,307.0% |
| All | +14,316.4% | +64.7% | +14,251.8% | +9,294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling