+37.5%
CMS vs SOXQ
+231.9%
-194.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.1% | +1.6% |
| 7D | +1.7% | +8.2% | -6.4% | +1.9% |
| 30D | +6.2% | -13.2% | +19.3% | +6.0% |
| 3M | +0.6% | -18.5% | +19.2% | +0.3% |
| 6M | -1.8% | -15.4% | +13.7% | -2.1% |
| YTD | +3.8% | +43.6% | -39.7% | +3.3% |
| 1Y | -1.8% | +49.2% | -51.0% | -2.3% |
| 3Y | +39.8% | +190.2% | -150.4% | +33.6% |
| 5Y | +37.1% | +178.2% | -141.1% | +24.7% |
| All | +37.5% | +231.9% | -194.4% | +26.3% |
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 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