+4,921.3%
SOXL vs CRH
+253.3%
+4,668.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +3.5% |
| 7D | +3.9% | -6.1% | +9.9% | +15.3% |
| 30D | -14.3% | -9.3% | -5.0% | +1.0% |
| 3M | -45.6% | -15.2% | -30.4% | -31.2% |
| 6M | +117.2% | -14.2% | +131.4% | +180.2% |
| YTD | +189.8% | -28.3% | +218.1% | +415.5% |
| 1Y | +317.7% | -21.8% | +339.5% | +541.3% |
| 3Y | +478.6% | +71.6% | +407.0% | +164.3% |
| 5Y | +169.5% | +96.6% | +72.9% | +20.9% |
| All | +4,921.3% | +253.3% | +4,668.0% | +1,094.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling