+60.4%
CBRE vs SOXQ
+288.7%
-228.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.2% |
| 7D | -1.5% | +5.3% | -6.8% | -3.1% |
| 30D | -4.0% | -3.7% | -0.3% | -3.1% |
| 3M | +8.0% | -7.8% | +15.8% | +8.2% |
| 6M | +4.0% | +58.4% | -54.4% | -16.3% |
| YTD | -11.5% | +68.1% | -79.7% | -30.6% |
| 1Y | -13.0% | +105.4% | -118.4% | -37.7% |
| 3Y | +66.9% | +239.2% | -172.3% | -10.5% |
| 5Y | +45.0% | +266.9% | -221.9% | -28.2% |
| All | +60.4% | +288.7% | -228.4% | -21.2% |
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