+233.2%
SOXX vs CEG
+703.5%
-470.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | +6.1% | +1.3% | +4.8% | +5.6% |
| 30D | +0.5% | +8.8% | -8.4% | -2.3% |
| 3M | -5.3% | +17.0% | -22.3% | -10.0% |
| 6M | +58.3% | -8.7% | +67.1% | +61.3% |
| YTD | +76.8% | -16.4% | +93.3% | +84.0% |
| 1Y | +114.6% | -1.8% | +116.4% | +111.4% |
| 3Y | +229.6% | +175.8% | +53.8% | +121.1% |
| All | +233.2% | +703.5% | -470.2% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling