+113.9%
SOXX vs CCL
-23.9%
+137.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +2.2% | -5.0% | +7.3% | +3.9% |
| 30D | -2.0% | -20.3% | +18.3% | +5.5% |
| 3M | -13.7% | -15.1% | +1.4% | -9.1% |
| 6M | +52.4% | -15.1% | +67.5% | +57.6% |
| YTD | +72.8% | -21.8% | +94.6% | +81.8% |
| 1Y | +113.9% | -24.8% | +138.7% | +126.7% |
| All | +113.9% | -23.9% | +137.9% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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