-8.1%
CDW vs SOXQ
+288.7%
-296.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.7% |
| 7D | -3.9% | +5.3% | -9.2% | -5.7% |
| 30D | +6.9% | -3.7% | +10.6% | +8.2% |
| 3M | +7.7% | -7.8% | +15.5% | +8.5% |
| 6M | +18.3% | +58.4% | -40.1% | -7.8% |
| YTD | +7.8% | +68.1% | -60.4% | -19.1% |
| 1Y | -12.2% | +105.4% | -117.5% | -40.4% |
| 3Y | -28.9% | +239.2% | -268.2% | -64.0% |
| 5Y | -22.8% | +266.9% | -289.7% | -63.7% |
| All | -8.1% | +288.7% | -296.8% | -57.2% |
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