-21.0%
CRL vs SOXQ
+286.7%
-307.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.1% |
| 7D | -3.5% | +0.8% | -4.3% | -3.9% |
| 30D | -2.1% | -4.6% | +2.4% | -0.3% |
| 3M | +48.0% | -10.2% | +58.1% | +51.8% |
| 6M | +64.7% | +49.7% | +15.1% | +28.0% |
| YTD | +39.5% | +67.2% | -27.8% | +1.9% |
| 1Y | +74.2% | +98.0% | -23.8% | +15.3% |
| 3Y | +39.4% | +237.2% | -197.8% | -33.4% |
| 5Y | -36.9% | +261.3% | -298.2% | -71.7% |
| All | -21.0% | +286.7% | -307.6% | -65.0% |
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