+1,248.4%
SPXL vs CNH
+157.1%
+1,091.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -3.3% |
| 7D | -1.3% | +1.8% | -3.1% | -3.2% |
| 30D | -5.0% | +32.6% | -37.6% | -27.1% |
| 3M | +7.6% | +29.4% | -21.8% | -16.9% |
| 6M | +33.6% | +26.0% | +7.6% | +3.2% |
| YTD | +28.1% | +52.2% | -24.1% | -17.9% |
| 1Y | +43.6% | +23.9% | +19.8% | +9.7% |
| 3Y | +225.8% | +10.1% | +215.7% | +161.5% |
| 5Y | +140.1% | +13.2% | +126.9% | +86.8% |
| 10Y | +1,248.4% | +160.7% | +1,087.7% | +425.9% |
| All | +1,248.4% | +157.1% | +1,091.3% | +425.9% |
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 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