+1,537.1%
SOXX vs CCL
-41.3%
+1,578.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.5% |
| 7D | +1.4% | -3.2% | +4.6% | +2.3% |
| 30D | -3.6% | -17.8% | +14.2% | +1.5% |
| 3M | -10.2% | -18.7% | +8.5% | -5.4% |
| 6M | +54.2% | -11.4% | +65.6% | +58.0% |
| YTD | +75.2% | -24.3% | +99.5% | +86.3% |
| 1Y | +107.5% | -28.8% | +136.3% | +123.0% |
| 3Y | +226.8% | +49.3% | +177.4% | +183.2% |
| 5Y | +251.2% | +1.6% | +249.6% | +209.6% |
| All | +1,537.1% | -41.3% | +1,578.4% | +1,589.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling