+3,616.8%
CLS vs SOXQ
+251.3%
+3,365.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | 0.0% |
| 7D | +5.0% | +2.3% | +2.6% | +2.6% |
| 30D | +4.8% | -3.9% | +8.7% | +9.4% |
| 3M | -10.4% | -4.7% | -5.7% | -7.2% |
| 6M | +20.8% | +47.9% | -27.1% | -17.7% |
| YTD | +10.0% | +64.3% | -54.3% | -32.0% |
| 1Y | +28.5% | +95.7% | -67.2% | -31.0% |
| 3Y | +1,292.2% | +231.5% | +1,060.7% | +435.6% |
| 5Y | +3,616.8% | +255.0% | +3,361.8% | +1,156.8% |
| All | +3,616.8% | +251.3% | +3,365.5% | +1,156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling