-5.3%
SOXX vs CCL
-17.1%
+11.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.5% |
| 7D | +6.1% | -4.4% | +10.5% | +7.9% |
| 30D | +0.5% | -18.2% | +18.7% | +8.7% |
| 3M | -5.3% | -17.7% | +12.4% | +3.1% |
| All | -5.3% | -17.1% | +11.8% | +3.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling