+2,575.4%
SOXX vs CAT
+5,717.0%
-3,141.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | +6.1% | +2.9% | +3.2% | +4.3% |
| 30D | +0.5% | -2.6% | +3.1% | +2.1% |
| 3M | -5.3% | -10.7% | +5.4% | +2.1% |
| 6M | +58.3% | +16.1% | +42.2% | +46.6% |
| YTD | +76.8% | +43.2% | +33.6% | +44.6% |
| 1Y | +114.6% | +96.8% | +17.8% | +45.2% |
| 3Y | +229.6% | +201.4% | +28.3% | +73.5% |
| 5Y | +257.3% | +332.7% | -75.3% | +48.6% |
| 10Y | +1,583.2% | +1,157.1% | +426.1% | +248.0% |
| All | +2,575.4% | +5,717.0% | -3,141.6% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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