+244.8%
SOXX vs CL
+27.8%
+217.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.8% |
| 7D | +3.0% | -2.4% | +5.5% | +2.6% |
| 30D | -3.1% | -4.8% | +1.6% | -3.8% |
| 3M | -4.4% | -1.7% | -2.7% | -4.6% |
| 6M | +52.9% | -3.8% | +56.7% | +52.5% |
| YTD | +72.0% | +13.3% | +58.7% | +73.0% |
| 1Y | +105.1% | +8.3% | +96.8% | +106.8% |
| 3Y | +220.6% | +28.8% | +191.8% | +199.2% |
| 5Y | +244.8% | +28.5% | +216.3% | +220.0% |
| All | +244.8% | +27.8% | +217.0% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling