+1,537.1%
SOXX vs CLS
+3,169.3%
-1,632.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | -0.6% |
| 7D | +1.4% | +10.9% | -9.6% | -2.6% |
| 30D | -3.6% | +2.1% | -5.7% | -4.9% |
| 3M | -10.2% | -10.2% | 0.0% | -8.0% |
| 6M | +54.2% | +30.4% | +23.9% | +35.2% |
| YTD | +75.2% | +17.2% | +58.0% | +57.4% |
| 1Y | +107.5% | +41.0% | +66.5% | +69.6% |
| 3Y | +226.8% | +1,338.0% | -1,111.2% | -3.4% |
| 5Y | +251.2% | +3,860.6% | -3,609.3% | -30.9% |
| All | +1,537.1% | +3,169.3% | -1,632.2% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling