+58.4%
CBRE vs SOXQ
+286.7%
-228.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.3% |
| 7D | -5.0% | +0.8% | -5.7% | -5.2% |
| 30D | -4.7% | -4.6% | -0.1% | -3.5% |
| 3M | +6.5% | -10.2% | +16.7% | +7.9% |
| 6M | +6.1% | +49.7% | -43.6% | -12.7% |
| YTD | -12.6% | +67.2% | -79.9% | -31.4% |
| 1Y | -15.3% | +98.0% | -113.3% | -38.5% |
| 3Y | +64.6% | +237.2% | -172.6% | -11.6% |
| 5Y | +45.0% | +261.3% | -216.3% | -28.0% |
| All | +58.4% | +286.7% | -228.3% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling