+241.5%
SOXX vs CFG
+96.7%
+144.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +3.0% | -1.7% | +4.7% | +3.8% |
| 30D | -3.1% | -4.6% | +1.5% | -1.0% |
| 3M | -4.4% | +7.9% | -12.3% | -8.2% |
| 6M | +52.9% | +19.9% | +33.0% | +39.5% |
| YTD | +72.0% | +21.7% | +50.3% | +55.4% |
| 1Y | +105.1% | +38.4% | +66.7% | +73.8% |
| 3Y | +220.6% | +187.0% | +33.6% | +90.5% |
| All | +241.5% | +96.7% | +144.8% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling