+2,550.6%
SOXX vs CMI
+9,208.4%
-6,657.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | -3.6% | -12.4% | +8.8% | +3.2% |
| 3M | -10.2% | -14.8% | +4.6% | -2.0% |
| 6M | +54.2% | +0.8% | +53.4% | +55.5% |
| YTD | +75.2% | +10.2% | +65.0% | +68.3% |
| 1Y | +107.5% | +37.4% | +70.1% | +78.4% |
| 3Y | +226.8% | +153.3% | +73.5% | +107.8% |
| 5Y | +251.2% | +167.6% | +83.6% | +116.9% |
| 10Y | +1,567.6% | +514.4% | +1,053.3% | +576.6% |
| All | +2,550.6% | +9,208.4% | -6,657.8% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling