+113.9%
SOXX vs CL
+8.2%
+105.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +2.5% |
| 7D | +2.2% | -2.2% | +4.4% | +0.7% |
| 30D | -2.0% | -4.8% | +2.8% | -5.1% |
| 3M | -13.7% | +4.9% | -18.6% | -11.1% |
| 6M | +52.4% | -5.7% | +58.1% | +47.4% |
| YTD | +72.8% | +14.4% | +58.4% | +93.6% |
| 1Y | +113.9% | +8.7% | +105.2% | +140.8% |
| All | +113.9% | +8.2% | +105.7% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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