-20.3%
CRL vs SOXQ
+288.7%
-309.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.3% |
| 7D | -0.6% | +5.3% | -5.8% | -2.9% |
| 30D | +5.0% | -3.7% | +8.7% | +6.4% |
| 3M | +50.6% | -7.8% | +58.4% | +52.3% |
| 6M | +60.9% | +58.4% | +2.6% | +21.5% |
| YTD | +40.7% | +68.1% | -27.4% | +2.5% |
| 1Y | +73.3% | +105.4% | -32.1% | +12.5% |
| 3Y | +40.6% | +239.2% | -198.6% | -33.1% |
| 5Y | -37.0% | +266.9% | -303.9% | -71.8% |
| All | -20.3% | +288.7% | -309.0% | -64.8% |
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