+888.5%
SOXX vs CLBK
+65.6%
+822.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.9% |
| 7D | +3.0% | -1.4% | +4.4% | +3.5% |
| 30D | -3.1% | +4.5% | -7.7% | -4.8% |
| 3M | -4.4% | +22.8% | -27.2% | -11.9% |
| 6M | +52.9% | +43.4% | +9.5% | +32.8% |
| YTD | +72.0% | +64.1% | +7.9% | +41.2% |
| 1Y | +105.1% | +67.6% | +37.5% | +66.3% |
| 3Y | +220.6% | +53.3% | +167.3% | +160.5% |
| 5Y | +244.8% | +44.8% | +200.0% | +165.4% |
| All | +888.5% | +65.6% | +822.9% | +609.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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