+15.7%
CP vs SOXQ
+286.7%
-271.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | 0.0% |
| 7D | -2.6% | +0.8% | -3.3% | -2.8% |
| 30D | -3.7% | -4.6% | +0.8% | -2.8% |
| 3M | +0.1% | -10.2% | +10.3% | +1.6% |
| 6M | +7.8% | +49.7% | -41.8% | -5.9% |
| YTD | +21.7% | +67.2% | -45.5% | +2.5% |
| 1Y | +18.6% | +98.0% | -79.4% | -5.5% |
| 3Y | +17.5% | +237.2% | -219.6% | -23.5% |
| 5Y | +35.4% | +261.3% | -225.9% | -18.5% |
| All | +15.7% | +286.7% | -271.0% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling