-10.7%
CMG vs SOXQ
+111.3%
-122.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -1.7% |
| 7D | -2.8% | +2.3% | -5.2% | -2.8% |
| 30D | +7.1% | -2.3% | +9.4% | +7.2% |
| 3M | +31.2% | -13.8% | +44.9% | +30.3% |
| 6M | +0.7% | +48.6% | -47.9% | -11.2% |
| YTD | -0.1% | +66.0% | -66.1% | -13.9% |
| 1Y | -10.7% | +107.9% | -118.6% | -25.5% |
| All | -10.7% | +111.3% | -122.1% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling