+226.8%
SOXX vs CDE
+807.6%
-580.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.1% |
| 30D | -3.6% | +9.5% | -13.0% | -5.7% |
| 3M | -10.2% | +25.5% | -35.6% | -15.2% |
| 6M | +54.2% | -7.9% | +62.1% | +53.6% |
| YTD | +75.2% | +15.6% | +59.7% | +65.6% |
| 1Y | +107.5% | +34.0% | +73.5% | +88.2% |
| 3Y | +226.8% | +791.9% | -565.1% | +114.4% |
| All | +226.8% | +807.6% | -580.9% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 3y: compounded portfolio wealth divided by compounded CDE 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…
3y analysis · Full analysis span regression · 6 months rolling