+2,502.1%
SOXX vs CLS
+618.4%
+1,883.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.8% |
| 7D | +3.0% | +5.0% | -1.9% | +1.1% |
| 30D | -3.1% | +4.8% | -7.9% | -5.5% |
| 3M | -4.4% | -10.4% | +6.0% | -1.9% |
| 6M | +52.9% | +20.8% | +32.1% | +37.5% |
| YTD | +72.0% | +10.0% | +62.0% | +57.9% |
| 1Y | +105.1% | +28.5% | +76.6% | +73.0% |
| 3Y | +220.6% | +1,292.2% | -1,071.6% | -3.8% |
| 5Y | +244.8% | +3,616.8% | -3,372.0% | -31.0% |
| 10Y | +1,537.1% | +2,959.5% | -1,422.3% | +213.0% |
| All | +2,502.1% | +618.4% | +1,883.7% | +584.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling