-38.1%
CRL vs SOXQ
+251.3%
-289.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -0.8% |
| 7D | -6.9% | +2.3% | -9.3% | -8.0% |
| 30D | -3.2% | -3.9% | +0.7% | -1.7% |
| 3M | +46.5% | -4.7% | +51.3% | +45.7% |
| 6M | +63.1% | +47.9% | +15.2% | +27.1% |
| YTD | +36.9% | +64.3% | -27.5% | +0.4% |
| 1Y | +78.1% | +95.7% | -17.6% | +18.0% |
| 3Y | +36.7% | +231.5% | -194.8% | -34.8% |
| 5Y | -38.1% | +255.0% | -293.1% | -72.1% |
| All | -38.1% | +251.3% | -289.4% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling