+360.5%
SOXX vs CMG
+12.0%
+348.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -9.0% | -4.9% |
| 7D | +158.9% | +22.5% | +136.4% | +153.7% |
| 30D | +129.2% | +14.1% | +115.1% | +124.1% |
| 3M | +149.7% | +4.1% | +145.6% | +143.0% |
| 6M | +193.4% | +10.1% | +183.4% | +185.0% |
| YTD | +351.0% | -4.9% | +355.9% | +347.7% |
| 1Y | +360.5% | +10.9% | +349.6% | +340.4% |
| All | +360.5% | +12.0% | +348.6% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling