+32.2%
CMG vs SOXQ
+279.9%
-247.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.1% |
| 7D | -3.8% | +2.3% | -6.2% | -4.6% |
| 30D | +12.9% | -3.9% | +16.8% | +14.0% |
| 3M | +18.8% | -4.7% | +23.5% | +17.9% |
| 6M | +4.1% | +47.9% | -43.8% | -14.7% |
| YTD | -2.4% | +64.3% | -66.7% | -23.7% |
| 1Y | -6.7% | +95.7% | -102.4% | -32.6% |
| 3Y | -7.1% | +231.5% | -238.6% | -50.7% |
| 5Y | -5.0% | +255.0% | -260.0% | -52.4% |
| All | +32.2% | +279.9% | -247.7% | -33.9% |
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