+41.9%
CMI vs SOXQ
+111.3%
-69.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +1.0% |
| 7D | -0.7% | +2.3% | -3.1% | -2.0% |
| 30D | -13.4% | -2.3% | -11.2% | -12.5% |
| 3M | -17.0% | -13.8% | -3.2% | -11.4% |
| 6M | -1.6% | +48.6% | -50.3% | -24.5% |
| YTD | +11.0% | +66.0% | -55.0% | -19.3% |
| 1Y | +41.9% | +107.9% | -66.0% | -13.3% |
| All | +41.9% | +111.3% | -69.4% | -13.3% |
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