+107.5%
SOXX vs CF
+55.7%
+51.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -3.6% | +11.5% | -15.0% | -1.0% |
| 3M | -10.2% | +25.5% | -35.7% | -5.2% |
| 6M | +54.2% | +11.8% | +42.4% | +58.4% |
| YTD | +75.2% | +74.6% | +0.6% | +77.1% |
| 1Y | +107.5% | +57.7% | +49.8% | +114.2% |
| All | +107.5% | +55.7% | +51.8% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling