+346.6%
SOXX vs CNC
+112.2%
+234.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.6% | -15.8% | +1.0% |
| 7D | +158.9% | +13.4% | +145.5% | +170.7% |
| 30D | +129.2% | +18.2% | +111.0% | +139.9% |
| 3M | +149.7% | +18.6% | +131.1% | +161.1% |
| 6M | +193.4% | +41.9% | +151.5% | +206.2% |
| YTD | +351.0% | +84.7% | +266.3% | +358.6% |
| All | +346.6% | +112.2% | +234.4% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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