+244.8%
SOXX vs CMS
+22.8%
+222.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.8% |
| 7D | +3.0% | -1.3% | +4.4% | +3.0% |
| 30D | -3.1% | -2.8% | -0.4% | -3.2% |
| 3M | -4.4% | -7.1% | +2.7% | -4.8% |
| 6M | +52.9% | -10.0% | +62.9% | +52.4% |
| YTD | +72.0% | -0.9% | +72.9% | +70.9% |
| 1Y | +105.1% | -2.0% | +107.1% | +103.7% |
| 3Y | +220.6% | +33.0% | +187.6% | +202.1% |
| 5Y | +244.8% | +24.3% | +220.5% | +228.0% |
| All | +244.8% | +22.8% | +222.0% | +228.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling