-3.1%
CMG vs SOXQ
+258.1%
-261.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | +10.9% | -4.6% | +15.5% | +12.3% |
| 3M | +15.8% | -10.2% | +26.0% | +17.5% |
| 6M | +6.9% | +49.7% | -42.7% | -12.8% |
| YTD | -2.2% | +67.2% | -69.4% | -24.1% |
| 1Y | -7.1% | +98.0% | -105.1% | -33.4% |
| 3Y | -7.1% | +237.2% | -244.3% | -51.4% |
| All | -3.1% | +258.1% | -261.2% | -52.5% |
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 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