+247.9%
SOXX vs CMI
+164.8%
+83.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.9% |
| 30D | -3.6% | -12.4% | +8.8% | +6.4% |
| 3M | -10.2% | -14.8% | +4.6% | +1.8% |
| 6M | +54.2% | +0.8% | +53.4% | +55.9% |
| YTD | +75.2% | +10.2% | +65.0% | +64.8% |
| 1Y | +107.5% | +37.4% | +70.1% | +66.4% |
| 3Y | +226.8% | +153.3% | +73.5% | +68.9% |
| All | +247.9% | +164.8% | +83.1% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling