+107.5%
SOXX vs CCL
-26.6%
+134.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.4% |
| 7D | +1.4% | -3.2% | +4.6% | +2.5% |
| 30D | -3.6% | -17.8% | +14.2% | +2.8% |
| 3M | -10.2% | -18.7% | +8.5% | -3.9% |
| 6M | +54.2% | -11.4% | +65.6% | +58.3% |
| YTD | +75.2% | -24.3% | +99.5% | +86.4% |
| 1Y | +107.5% | -28.8% | +136.3% | +132.2% |
| All | +107.5% | -26.6% | +134.1% | +132.2% |
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