-14.1%
CAI vs SOXQ
+122.3%
-136.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.6% |
| 7D | -5.1% | +2.3% | -7.4% | -5.5% |
| 30D | +3.9% | -3.9% | +7.8% | +4.6% |
| 3M | +40.1% | -4.7% | +44.8% | +38.8% |
| 6M | +29.7% | +47.9% | -18.2% | +3.1% |
| YTD | -10.9% | +64.3% | -75.2% | -30.9% |
| 1Y | -28.0% | +95.7% | -123.7% | -47.7% |
| All | -14.1% | +122.3% | -136.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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