+154.1%
CF vs SOXQ
+227.1%
-73.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +4.8% | -5.7% | +10.5% | +5.0% |
| 30D | +9.7% | -20.5% | +30.2% | +11.1% |
| 3M | +1.2% | -16.6% | +17.8% | +2.1% |
| 6M | +7.4% | -15.0% | +22.3% | +7.4% |
| YTD | +60.5% | +41.5% | +19.0% | +49.4% |
| 1Y | +50.7% | +40.2% | +10.5% | +40.3% |
| 3Y | +64.8% | +183.0% | -118.2% | +30.3% |
| 5Y | +115.8% | +181.3% | -65.5% | +62.7% |
| All | +154.1% | +227.1% | -73.0% | +90.8% |
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