+2,575.4%
SOXX vs CLF
+633.0%
+1,942.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +6.1% | -2.7% | +8.8% | +6.7% |
| 30D | +0.5% | -3.2% | +3.7% | +1.0% |
| 3M | -5.3% | -5.0% | -0.4% | -5.1% |
| 6M | +58.3% | +26.6% | +31.7% | +49.4% |
| YTD | +76.8% | -9.0% | +85.8% | +76.3% |
| 1Y | +114.6% | +11.8% | +102.8% | +102.7% |
| 3Y | +229.6% | -15.1% | +244.7% | +213.3% |
| 5Y | +257.3% | -48.2% | +305.5% | +260.4% |
| 10Y | +1,583.2% | +127.6% | +1,455.7% | +1,007.3% |
| All | +2,575.4% | +633.0% | +1,942.3% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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