-41.7%
CPB vs SOXQ
+290.2%
-331.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -8.0% | +5.2% | -13.2% | -7.6% |
| 30D | -2.4% | -0.5% | -1.9% | -2.4% |
| 3M | +0.5% | -5.6% | +6.2% | +0.4% |
| 6M | -10.5% | +53.0% | -63.5% | -7.7% |
| YTD | -17.5% | +68.8% | -86.3% | -14.5% |
| 1Y | -31.0% | +105.7% | -136.8% | -27.8% |
| 3Y | -40.6% | +240.5% | -281.1% | -36.9% |
| 5Y | -37.7% | +266.8% | -304.5% | -34.9% |
| All | -41.7% | +290.2% | -331.9% | -38.9% |
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