+113.9%
SOXX vs CMG
-11.4%
+125.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | +2.2% | -2.8% | +5.0% | +2.3% |
| 30D | -2.0% | +7.1% | -9.2% | -2.3% |
| 3M | -13.7% | +31.2% | -44.9% | -15.6% |
| 6M | +52.4% | +0.7% | +51.7% | +53.9% |
| YTD | +72.8% | -0.1% | +72.9% | +74.6% |
| 1Y | +113.9% | -10.7% | +124.6% | +119.5% |
| All | +113.9% | -11.4% | +125.3% | +119.5% |
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