+35.8%
CL vs SOXQ
+231.9%
-196.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +1.6% |
| 7D | +3.2% | +8.2% | -4.9% | +3.7% |
| 30D | +8.0% | -13.2% | +21.2% | +7.4% |
| 3M | +7.9% | -18.5% | +26.4% | +7.0% |
| 6M | +14.7% | -15.4% | +30.2% | +13.9% |
| YTD | +29.2% | +43.6% | -14.4% | +29.3% |
| 1Y | +29.5% | +49.2% | -19.7% | +29.7% |
| 3Y | +40.7% | +190.2% | -149.5% | +36.5% |
| 5Y | +43.9% | +178.2% | -134.3% | +35.5% |
| All | +35.8% | +231.9% | -196.2% | +26.6% |
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