+220.8%
SOXX vs CEG
+167.9%
+52.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.9% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | -3.1% | +2.9% | -6.0% | -4.1% |
| 3M | -4.4% | +18.2% | -22.6% | -9.4% |
| 6M | +52.9% | -9.5% | +62.4% | +56.1% |
| YTD | +72.0% | -18.7% | +90.7% | +80.4% |
| 1Y | +105.1% | -10.1% | +115.2% | +107.8% |
| All | +220.8% | +167.9% | +52.8% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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