+140.2%
SPXL vs CNH
+7.1%
+133.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +2.2% |
| 7D | +1.5% | +8.8% | -7.3% | -5.1% |
| 30D | -3.7% | +24.7% | -28.3% | -19.4% |
| 3M | +8.1% | +27.3% | -19.2% | -11.8% |
| 6M | +39.0% | +23.2% | +15.9% | +14.4% |
| YTD | +29.9% | +48.9% | -19.0% | -9.6% |
| 1Y | +46.6% | +19.4% | +27.2% | +21.1% |
| 3Y | +230.5% | +7.8% | +222.8% | +187.6% |
| 5Y | +140.2% | +8.7% | +131.4% | +103.3% |
| All | +140.2% | +7.1% | +133.0% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling