+2,644.0%
SOXX vs CNH
+59.0%
+2,585.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.2% |
| 7D | +6.1% | +1.8% | +4.3% | +5.2% |
| 30D | +0.5% | +32.6% | -32.1% | -11.5% |
| 3M | -5.3% | +29.4% | -34.7% | -16.0% |
| 6M | +58.3% | +26.0% | +32.4% | +41.4% |
| YTD | +76.8% | +52.2% | +24.6% | +45.1% |
| 1Y | +114.6% | +23.9% | +90.7% | +91.2% |
| 3Y | +229.6% | +10.1% | +219.5% | +199.9% |
| 5Y | +257.3% | +13.2% | +244.2% | +215.9% |
| 10Y | +1,583.2% | +160.7% | +1,422.6% | +958.3% |
| All | +2,644.0% | +59.0% | +2,585.1% | +1,702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling