-0.8%
CRM vs SOXQ
+258.1%
-258.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.3% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | +28.1% | -4.6% | +32.7% | +30.0% |
| 3M | +48.8% | -10.2% | +59.0% | +50.4% |
| 6M | +28.3% | +49.7% | -21.4% | -1.5% |
| YTD | -6.0% | +67.2% | -73.3% | -32.7% |
| 1Y | +1.4% | +98.0% | -96.6% | -34.4% |
| 3Y | +11.8% | +237.2% | -225.3% | -52.1% |
| All | -0.8% | +258.1% | -258.9% | -59.1% |
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