+2,393.9%
SPXL vs CNH
+42.8%
+2,351.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +2.4% |
| 7D | -3.8% | +6.7% | -10.4% | -8.5% |
| 30D | -8.8% | +7.2% | -16.0% | -14.2% |
| 3M | -7.4% | +17.5% | -24.9% | -21.9% |
| 6M | +1.8% | +15.0% | -13.2% | -14.6% |
| YTD | +23.6% | +36.8% | -13.2% | -12.4% |
| 1Y | +21.7% | +27.6% | -5.9% | -9.1% |
| 3Y | +232.4% | +34.3% | +198.1% | +126.1% |
| 5Y | +110.4% | -12.2% | +122.6% | +106.9% |
| 10Y | +1,140.4% | +113.9% | +1,026.5% | +521.4% |
| All | +2,393.9% | +42.8% | +2,351.1% | +1,318.2% |
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