+234.6%
CF vs SOXQ
+265.0%
-30.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.9% | +5.3% | -6.2% | -1.3% |
| 30D | +18.1% | -3.7% | +21.8% | +18.3% |
| 3M | +23.4% | -7.8% | +31.2% | +23.7% |
| 6M | +17.1% | +58.4% | -41.3% | +9.4% |
| YTD | +76.2% | +68.1% | +8.1% | +62.5% |
| 1Y | +62.3% | +105.4% | -43.1% | +44.0% |
| 3Y | +71.8% | +239.2% | -167.4% | +33.4% |
| 5Y | +234.6% | +266.9% | -32.4% | +144.3% |
| All | +234.6% | +265.0% | -30.4% | +144.3% |
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 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