+226.8%
SOXX vs CNC
+1.2%
+225.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.9% |
| 7D | +1.4% | -0.9% | +2.3% | +1.4% |
| 30D | -3.6% | -1.0% | -2.6% | -3.6% |
| 3M | -10.2% | +4.5% | -14.7% | -10.2% |
| 6M | +54.2% | +85.2% | -31.0% | +53.6% |
| YTD | +75.2% | +61.4% | +13.8% | +74.3% |
| 1Y | +107.5% | +94.9% | +12.6% | +106.6% |
| 3Y | +226.8% | 0.0% | +226.8% | +224.4% |
| All | +226.8% | +1.2% | +225.6% | +224.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling