+52.5%
SOXX vs CFG
+34.2%
+18.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.1% |
| 7D | -13.7% | +1.8% | -15.5% | -14.3% |
| 30D | -23.6% | +3.3% | -26.9% | -24.7% |
| 3M | -16.9% | -9.8% | -7.0% | -12.9% |
| 6M | -2.4% | +5.2% | -7.6% | -6.2% |
| YTD | +49.8% | +16.1% | +33.7% | +33.2% |
| 1Y | +52.5% | +33.7% | +18.9% | +22.6% |
| All | +52.5% | +34.2% | +18.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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