+2,697.0%
SOXX vs CF
+5,573.7%
-2,876.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +9.4% | +4.8% | +4.6% | +8.1% |
| 30D | -13.8% | +4.7% | -18.5% | -15.1% |
| 3M | -18.6% | +7.4% | -26.0% | -20.8% |
| 6M | -15.1% | +0.6% | -15.7% | -16.7% |
| YTD | +49.0% | +64.1% | -15.1% | +25.4% |
| 1Y | +55.3% | +51.4% | +3.9% | +33.3% |
| 3Y | +179.0% | +67.8% | +111.2% | +127.9% |
| 5Y | +166.5% | +114.1% | +52.4% | +94.3% |
| 10Y | +1,203.0% | +480.1% | +722.9% | +572.5% |
| All | +2,697.0% | +5,573.7% | -2,876.7% | +560.6% |
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