+2,550.6%
SOXX vs CAG
+137.7%
+2,412.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +1.4% | -5.7% | +7.1% | +2.8% |
| 30D | -3.6% | -2.4% | -1.2% | -3.2% |
| 3M | -10.2% | +9.8% | -19.9% | -13.1% |
| 6M | +54.2% | -10.8% | +65.1% | +56.9% |
| YTD | +75.2% | -10.8% | +86.0% | +76.9% |
| 1Y | +107.5% | -19.0% | +126.5% | +114.3% |
| 3Y | +226.8% | -39.7% | +266.4% | +258.0% |
| 5Y | +251.2% | -43.0% | +294.2% | +283.9% |
| 10Y | +1,567.6% | -36.0% | +1,603.7% | +1,517.6% |
| All | +2,550.6% | +137.7% | +2,412.8% | +1,303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling