+162.3%
SOXL vs CNI
+12.6%
+149.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +3.4% |
| 7D | +3.9% | -0.4% | +4.2% | +4.8% |
| 30D | -14.3% | -2.7% | -11.6% | -9.4% |
| 3M | -45.6% | +3.9% | -49.5% | -52.5% |
| 6M | +117.2% | +16.4% | +100.8% | +47.6% |
| YTD | +189.8% | +25.8% | +164.0% | +63.2% |
| 1Y | +317.7% | +32.4% | +285.3% | +106.8% |
| 3Y | +478.6% | +19.1% | +459.6% | +280.5% |
| All | +162.3% | +12.6% | +149.7% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling