+226.8%
SOXX vs CFG
+186.7%
+40.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -3.6% | -4.6% | +1.1% | -1.4% |
| 3M | -10.2% | +6.7% | -16.8% | -13.3% |
| 6M | +54.2% | +22.1% | +32.1% | +39.2% |
| YTD | +75.2% | +23.2% | +52.0% | +57.1% |
| 1Y | +107.5% | +40.3% | +67.2% | +74.3% |
| 3Y | +226.8% | +187.9% | +38.9% | +108.1% |
| All | +226.8% | +186.7% | +40.0% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling