+192.1%
CFG vs SOXQ
+189.0%
+3.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.5% |
| 7D | +3.2% | +8.2% | -5.0% | +1.0% |
| 30D | +5.1% | -13.2% | +18.3% | +8.6% |
| 3M | -11.2% | -18.5% | +7.3% | -7.0% |
| 6M | +9.6% | -15.4% | +25.0% | +10.6% |
| YTD | +15.0% | +43.6% | -28.6% | -5.4% |
| 1Y | +29.9% | +49.2% | -19.4% | +5.1% |
| 3Y | +192.1% | +190.2% | +1.9% | +53.4% |
| All | +192.1% | +189.0% | +3.1% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling