+179.0%
SOXX vs CF
+68.9%
+110.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +9.4% | +4.8% | +4.6% | +9.7% |
| 30D | -13.8% | +4.7% | -18.5% | -13.3% |
| 3M | -18.6% | +7.4% | -26.0% | -18.2% |
| 6M | -15.1% | +0.6% | -15.7% | -14.6% |
| YTD | +49.0% | +64.1% | -15.1% | +36.8% |
| 1Y | +55.3% | +51.4% | +3.9% | +44.7% |
| 3Y | +179.0% | +67.8% | +111.2% | +142.5% |
| All | +179.0% | +68.9% | +110.1% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling