+122.7%
CRBG vs SOXQ
+232.9%
-110.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +2.6% | -4.6% | +7.2% | +4.0% |
| 3M | +24.0% | -10.2% | +34.2% | +26.2% |
| 6M | +50.5% | +49.7% | +0.8% | +22.3% |
| YTD | +17.1% | +67.2% | -50.1% | -9.4% |
| 1Y | +5.9% | +98.0% | -92.1% | -24.7% |
| 3Y | +122.7% | +237.2% | -114.4% | +21.5% |
| All | +122.7% | +232.9% | -110.2% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling