-15.1%
SOXX vs CF
-2.3%
-12.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.6% |
| 7D | +9.4% | +4.8% | +4.6% | +11.7% |
| 30D | -13.8% | +4.7% | -18.5% | -10.7% |
| 3M | -18.6% | +7.4% | -26.0% | -14.3% |
| 6M | -15.1% | +0.6% | -15.7% | -13.7% |
| All | -15.1% | -2.3% | -12.8% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling