+20,174.1%
SOXL vs CNI
+489.0%
+19,685.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -52.4% |
| 6M | +117.2% | +16.4% | +100.8% | +49.8% |
| YTD | +189.8% | +25.8% | +164.0% | +67.3% |
| 1Y | +317.7% | +32.4% | +285.3% | +114.4% |
| 3Y | +478.6% | +19.1% | +459.6% | +303.1% |
| 5Y | +169.5% | +13.6% | +155.9% | +156.9% |
| 10Y | +5,222.1% | +136.8% | +5,085.3% | +1,494.2% |
| All | +20,174.1% | +489.0% | +19,685.2% | +1,086.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling