+20.2%
CL vs SOXQ
+283.8%
-263.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.8% | -1.3% |
| 7D | -2.2% | +2.3% | -4.5% | -2.1% |
| 30D | -4.8% | -2.3% | -2.6% | -4.9% |
| 3M | +4.9% | -13.8% | +18.7% | +4.6% |
| 6M | -5.7% | +48.6% | -54.3% | -5.2% |
| YTD | +14.4% | +66.0% | -51.6% | +15.2% |
| 1Y | +8.7% | +107.9% | -99.1% | +9.5% |
| 3Y | +30.0% | +224.1% | -194.2% | +27.1% |
| 5Y | +28.4% | +256.6% | -228.2% | +21.0% |
| All | +20.2% | +283.8% | -263.5% | +12.7% |
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