+151.3%
CMI vs SOXQ
+286.7%
-135.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | -12.4% | -4.6% | -7.8% | -10.7% |
| 3M | -14.8% | -10.2% | -4.6% | -11.6% |
| 6M | +0.8% | +49.7% | -48.9% | -15.0% |
| YTD | +10.2% | +67.2% | -57.1% | -10.9% |
| 1Y | +37.4% | +98.0% | -60.6% | +4.1% |
| 3Y | +153.3% | +237.2% | -83.9% | +52.2% |
| 5Y | +167.6% | +261.3% | -93.7% | +46.5% |
| All | +151.3% | +286.7% | -135.4% | +36.4% |
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