+22.9%
CNI vs SOXQ
+286.7%
-263.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | -0.4% | +0.8% | -1.1% | -0.5% |
| 30D | -2.7% | -4.6% | +1.9% | -1.8% |
| 3M | +3.9% | -10.2% | +14.1% | +5.3% |
| 6M | +16.4% | +49.7% | -33.3% | +2.3% |
| YTD | +25.8% | +67.2% | -41.4% | +7.1% |
| 1Y | +32.4% | +98.0% | -65.6% | +7.0% |
| 3Y | +19.1% | +237.2% | -218.1% | -21.3% |
| 5Y | +13.6% | +261.3% | -247.7% | -28.9% |
| All | +22.9% | +286.7% | -263.8% | -23.7% |
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