+113.9%
SOXX vs CNH
+29.2%
+84.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.2% |
| 7D | +2.2% | +23.3% | -21.1% | -5.1% |
| 30D | -2.0% | +33.5% | -35.5% | -12.0% |
| 3M | -13.7% | +32.7% | -46.4% | -22.4% |
| 6M | +52.4% | +22.2% | +30.2% | +38.4% |
| YTD | +72.8% | +57.7% | +15.1% | +45.0% |
| 1Y | +113.9% | +28.0% | +85.9% | +94.9% |
| All | +113.9% | +29.2% | +84.7% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling