+360.5%
SOXX vs CAG
-6.8%
+367.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.0% | -9.1% | -1.5% |
| 7D | +158.9% | +9.7% | +149.2% | +168.7% |
| 30D | +129.2% | +15.8% | +113.4% | +145.4% |
| 3M | +149.7% | +1.8% | +147.9% | +152.4% |
| 6M | +193.4% | +11.5% | +181.9% | +217.9% |
| YTD | +351.0% | -6.7% | +357.8% | +367.8% |
| 1Y | +360.5% | -5.6% | +366.1% | +376.6% |
| All | +360.5% | -6.8% | +367.3% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling