+3,144.2%
SOXX vs CF
+5,948.3%
-2,804.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +4.3% |
| 7D | +2.2% | +6.0% | -3.8% | +0.6% |
| 30D | -2.0% | +14.8% | -16.9% | -5.7% |
| 3M | -13.7% | +14.1% | -27.8% | -17.1% |
| 6M | +52.4% | +28.5% | +23.8% | +38.5% |
| YTD | +72.8% | +74.9% | -2.1% | +44.2% |
| 1Y | +113.9% | +61.7% | +52.2% | +81.6% |
| 3Y | +210.7% | +80.3% | +130.4% | +150.3% |
| 5Y | +244.6% | +226.0% | +18.7% | +124.5% |
| 10Y | +1,468.0% | +569.9% | +898.2% | +681.0% |
| All | +3,144.2% | +5,948.3% | -2,804.1% | +659.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling