+247.9%
SOXX vs CLS
+3,833.6%
-3,585.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | -0.7% |
| 7D | +1.4% | +10.9% | -9.6% | -2.8% |
| 30D | -3.6% | +2.1% | -5.7% | -4.9% |
| 3M | -10.2% | -10.2% | 0.0% | -7.9% |
| 6M | +54.2% | +30.4% | +23.9% | +34.1% |
| YTD | +75.2% | +17.2% | +58.0% | +56.1% |
| 1Y | +107.5% | +41.0% | +66.5% | +66.9% |
| 3Y | +226.8% | +1,338.0% | -1,111.2% | -20.7% |
| All | +247.9% | +3,833.6% | -3,585.7% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling