+247.9%
SOXX vs CDE
+196.4%
+51.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.0% |
| 30D | -3.6% | +9.5% | -13.0% | -5.5% |
| 3M | -10.2% | +25.5% | -35.6% | -14.7% |
| 6M | +54.2% | -7.9% | +62.1% | +54.0% |
| YTD | +75.2% | +15.6% | +59.7% | +66.7% |
| 1Y | +107.5% | +34.0% | +73.5% | +90.2% |
| 3Y | +226.8% | +791.9% | -565.1% | +108.9% |
| All | +247.9% | +196.4% | +51.4% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling