+247.9%
SOXX vs CAG
-43.1%
+291.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.7% |
| 7D | +1.4% | -5.7% | +7.1% | +0.3% |
| 30D | -3.6% | -2.4% | -1.2% | -3.9% |
| 3M | -10.2% | +9.8% | -19.9% | -8.3% |
| 6M | +54.2% | -10.8% | +65.1% | +54.8% |
| YTD | +75.2% | -10.8% | +86.0% | +75.8% |
| 1Y | +107.5% | -19.0% | +126.5% | +107.2% |
| 3Y | +226.8% | -39.7% | +266.4% | +219.6% |
| All | +247.9% | -43.1% | +291.0% | +247.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling