+16.8%
CP vs SOXQ
+290.2%
-273.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | +0.6% | +5.2% | -4.7% | -0.6% |
| 30D | -0.5% | -0.5% | 0.0% | -0.5% |
| 3M | +0.1% | -5.6% | +5.7% | +0.1% |
| 6M | +7.8% | +53.0% | -45.2% | -6.5% |
| YTD | +22.9% | +68.8% | -45.9% | +3.2% |
| 1Y | +21.3% | +105.7% | -84.4% | -4.4% |
| 3Y | +20.4% | +240.5% | -220.1% | -21.8% |
| 5Y | +34.9% | +266.8% | -231.8% | -19.0% |
| All | +16.8% | +290.2% | -273.4% | -31.6% |
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