+107.5%
SOXX vs CL
+6.7%
+100.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +1.0% |
| 7D | +1.4% | -2.2% | +3.6% | -0.2% |
| 30D | -3.6% | -6.0% | +2.4% | -7.4% |
| 3M | -10.2% | -2.3% | -7.8% | -11.1% |
| 6M | +54.2% | -2.0% | +56.2% | +52.4% |
| YTD | +75.2% | +11.8% | +63.4% | +94.0% |
| 1Y | +107.5% | +5.8% | +101.7% | +123.2% |
| All | +107.5% | +6.7% | +100.8% | +123.2% |
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