+2,557.3%
SOXX vs CL
+471.1%
+2,086.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +5.6% | -1.4% | +7.0% | +6.2% |
| 30D | -2.7% | -5.2% | +2.5% | -0.8% |
| 3M | -7.5% | +3.3% | -10.8% | -9.8% |
| 6M | +63.5% | -4.4% | +67.9% | +63.8% |
| YTD | +75.7% | +13.9% | +61.7% | +61.9% |
| 1Y | +113.3% | +7.6% | +105.7% | +100.3% |
| 3Y | +227.4% | +29.6% | +197.8% | +169.8% |
| 5Y | +256.2% | +28.1% | +228.1% | +190.7% |
| 10Y | +1,512.5% | +53.4% | +1,459.1% | +1,063.2% |
| All | +2,557.3% | +471.1% | +2,086.1% | +881.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling