+110.4%
CF vs SOXQ
+178.4%
-68.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -0.4% |
| 7D | -0.9% | -2.9% | +2.0% | -0.8% |
| 30D | +6.9% | -20.1% | +27.1% | +8.2% |
| 3M | +4.8% | -18.6% | +23.5% | +5.8% |
| 6M | +4.7% | -14.6% | +19.3% | +4.6% |
| YTD | +56.5% | +42.1% | +14.4% | +45.8% |
| 1Y | +48.4% | +45.2% | +3.3% | +37.6% |
| 3Y | +59.1% | +195.3% | -136.1% | +24.9% |
| All | +110.4% | +178.4% | -68.1% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling