+22.3%
CP vs SOXQ
+231.9%
-209.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +2.1% | +8.2% | -6.0% | +0.3% |
| 30D | +9.3% | -13.2% | +22.5% | +12.1% |
| 3M | +0.5% | -18.5% | +19.0% | +4.3% |
| 6M | +10.4% | -15.4% | +25.9% | +11.5% |
| YTD | +28.7% | +43.6% | -14.9% | +11.2% |
| 1Y | +33.2% | +49.2% | -16.1% | +13.6% |
| 3Y | +38.4% | +190.2% | -151.8% | -7.4% |
| 5Y | +26.2% | +178.2% | -152.0% | -18.9% |
| All | +22.3% | +231.9% | -209.6% | -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