+1,537.1%
SOXX vs CNH
+158.6%
+1,378.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +1.4% | -5.7% | +7.1% | +3.9% |
| 30D | -3.6% | +26.6% | -30.1% | -14.2% |
| 3M | -10.2% | +31.1% | -41.2% | -21.7% |
| 6M | +54.2% | +24.9% | +29.4% | +36.8% |
| YTD | +75.2% | +48.7% | +26.5% | +42.5% |
| 1Y | +107.5% | +22.2% | +85.3% | +84.0% |
| 3Y | +226.8% | +7.4% | +219.3% | +197.4% |
| 5Y | +251.2% | +10.8% | +240.4% | +207.8% |
| All | +1,537.1% | +158.6% | +1,378.5% | +940.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling