+113.9%
SOXX vs CAI
-31.3%
+145.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | +2.2% | -2.2% | +4.4% | +2.4% |
| 30D | -2.0% | +52.4% | -54.4% | -6.4% |
| 3M | -13.7% | +45.1% | -58.8% | -17.2% |
| 6M | +52.4% | +26.2% | +26.1% | +47.0% |
| YTD | +72.8% | -7.1% | +79.9% | +73.6% |
| 1Y | +113.9% | -31.0% | +144.9% | +123.1% |
| All | +113.9% | -31.3% | +145.2% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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