+113.9%
SOXX vs CMS
-1.9%
+115.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.4% |
| 30D | -2.0% | -3.6% | +1.6% | -4.1% |
| 3M | -13.7% | -1.9% | -11.8% | -15.9% |
| 6M | +52.4% | -11.0% | +63.3% | +45.9% |
| YTD | +72.8% | +0.2% | +72.6% | +72.1% |
| 1Y | +113.9% | -1.3% | +115.2% | +113.5% |
| All | +113.9% | -1.9% | +115.8% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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