+1,537.1%
SOXX vs CMI
+516.5%
+1,020.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.1% |
| 7D | +1.4% | -0.7% | +2.1% | +1.9% |
| 30D | -3.6% | -12.4% | +8.8% | +5.2% |
| 3M | -10.2% | -14.8% | +4.6% | +0.4% |
| 6M | +54.2% | +0.8% | +53.4% | +55.7% |
| YTD | +75.2% | +10.2% | +65.0% | +66.2% |
| 1Y | +107.5% | +37.4% | +70.1% | +70.9% |
| 3Y | +226.8% | +153.3% | +73.5% | +83.5% |
| 5Y | +251.2% | +167.6% | +83.6% | +88.4% |
| All | +1,537.1% | +516.5% | +1,020.6% | +466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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