+247.9%
SOXX vs CAH
+393.5%
-145.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +1.4% | -5.1% | +6.5% | +2.1% |
| 30D | -3.6% | +0.2% | -3.7% | -3.7% |
| 3M | -10.2% | +6.3% | -16.5% | -11.3% |
| 6M | +54.2% | +9.4% | +44.9% | +51.4% |
| YTD | +75.2% | +15.0% | +60.3% | +70.1% |
| 1Y | +107.5% | +55.4% | +52.1% | +87.5% |
| 3Y | +226.8% | +173.8% | +52.9% | +149.7% |
| All | +247.9% | +393.5% | -145.6% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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