+1,140.4%
SPXL vs CNH
+113.9%
+1,026.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +2.3% |
| 7D | -3.8% | +6.7% | -10.4% | -8.8% |
| 30D | -8.8% | +7.2% | -16.0% | -14.6% |
| 3M | -7.4% | +17.5% | -24.9% | -22.9% |
| 6M | +1.8% | +15.0% | -13.2% | -15.8% |
| YTD | +23.6% | +36.8% | -13.2% | -15.1% |
| 1Y | +21.7% | +27.6% | -5.9% | -11.4% |
| 3Y | +232.4% | +34.3% | +198.1% | +115.5% |
| 5Y | +110.4% | -12.2% | +122.6% | +103.5% |
| 10Y | +1,140.4% | +113.9% | +1,026.5% | +541.3% |
| All | +1,140.4% | +113.9% | +1,026.5% | +541.3% |
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