+2,566.8%
SPXL vs CNH
+64.7%
+2,502.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -4.4% |
| 7D | +0.1% | +23.3% | -23.2% | -16.1% |
| 30D | -0.9% | +33.5% | -34.3% | -23.0% |
| 3M | +2.0% | +32.7% | -30.7% | -21.2% |
| 6M | +33.5% | +22.2% | +11.3% | +8.1% |
| YTD | +32.2% | +57.7% | -25.5% | -14.7% |
| 1Y | +48.9% | +28.0% | +20.9% | +13.3% |
| 3Y | +222.9% | +11.5% | +211.3% | +163.3% |
| 5Y | +140.7% | +11.9% | +128.8% | +97.5% |
| 10Y | +1,192.7% | +162.8% | +1,029.9% | +468.3% |
| All | +2,566.8% | +64.7% | +2,502.2% | +1,282.2% |
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