+107.5%
SOXX vs CMS
-2.9%
+110.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +1.4% |
| 7D | +1.4% | -1.9% | +3.3% | +0.3% |
| 30D | -3.6% | -4.1% | +0.5% | -5.8% |
| 3M | -10.2% | -7.1% | -3.1% | -14.4% |
| 6M | +54.2% | -10.1% | +64.3% | +47.3% |
| YTD | +75.2% | -1.7% | +76.9% | +72.7% |
| 1Y | +107.5% | -3.4% | +110.9% | +106.1% |
| All | +107.5% | -2.9% | +110.4% | +106.1% |
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