+2,300.7%
SPXL vs CNH
+40.2%
+2,260.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | +2.3% |
| 7D | -2.9% | +4.5% | -7.4% | -6.2% |
| 30D | -12.4% | +7.6% | -20.0% | -17.9% |
| 3M | -11.8% | +17.0% | -28.8% | -25.4% |
| 6M | -1.4% | +12.9% | -14.3% | -16.1% |
| YTD | +19.0% | +34.3% | -15.3% | -14.5% |
| 1Y | +18.0% | +28.5% | -10.6% | -12.6% |
| 3Y | +220.0% | +31.9% | +188.1% | +120.7% |
| 5Y | +102.6% | -9.6% | +112.2% | +93.7% |
| 10Y | +1,087.3% | +106.3% | +981.0% | +509.5% |
| All | +2,300.7% | +40.2% | +2,260.5% | +1,284.7% |
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