+33.5%
CL vs SOXQ
+245.8%
-212.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | +0.2% |
| 7D | -0.8% | +2.9% | -3.7% | -0.6% |
| 30D | +9.5% | -13.6% | +23.2% | +8.9% |
| 3M | +6.8% | -12.5% | +19.3% | +6.3% |
| 6M | +14.3% | -12.4% | +26.6% | +13.7% |
| YTD | +27.0% | +49.6% | -22.6% | +27.4% |
| 1Y | +26.3% | +52.0% | -25.7% | +26.7% |
| 3Y | +39.3% | +199.1% | -159.8% | +35.5% |
| 5Y | +41.5% | +192.6% | -151.1% | +33.5% |
| All | +33.5% | +245.8% | -212.3% | +24.7% |
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