+1,953.5%
SOXX vs CFG
+386.5%
+1,567.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | +6.1% | -0.6% | +6.7% | +6.3% |
| 30D | +0.5% | -4.5% | +5.0% | +2.4% |
| 3M | -5.3% | +6.3% | -11.6% | -8.0% |
| 6M | +58.3% | +20.6% | +37.7% | +46.1% |
| YTD | +76.8% | +21.2% | +55.6% | +62.6% |
| 1Y | +114.6% | +38.2% | +76.4% | +86.6% |
| 3Y | +229.6% | +185.9% | +43.7% | +110.9% |
| 5Y | +257.3% | +97.0% | +160.3% | +159.5% |
| 10Y | +1,583.2% | +306.8% | +1,276.4% | +714.9% |
| All | +1,953.5% | +386.5% | +1,567.0% | +806.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling