+2,575.4%
SOXX vs CMS
+426.1%
+2,149.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | +6.1% | +0.2% | +5.9% | +6.0% |
| 30D | +0.5% | -1.3% | +1.8% | +0.9% |
| 3M | -5.3% | -5.4% | +0.1% | -4.0% |
| 6M | +58.3% | -10.3% | +68.7% | +63.0% |
| YTD | +76.8% | -0.2% | +77.1% | +75.1% |
| 1Y | +114.6% | -0.9% | +115.5% | +112.3% |
| 3Y | +229.6% | +34.0% | +195.7% | +185.2% |
| 5Y | +257.3% | +23.6% | +233.8% | +213.8% |
| 10Y | +1,583.2% | +122.2% | +1,461.0% | +1,042.3% |
| All | +2,575.4% | +426.1% | +2,149.3% | +873.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling