+2,721.0%
SOXX vs CNC
+5,485.4%
-2,764.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -3.6% | -1.0% | -2.6% | -3.5% |
| 3M | -10.2% | +4.5% | -14.7% | -11.3% |
| 6M | +54.2% | +85.2% | -31.0% | +35.4% |
| YTD | +75.2% | +61.4% | +13.8% | +56.7% |
| 1Y | +107.5% | +94.9% | +12.6% | +77.5% |
| 3Y | +226.8% | 0.0% | +226.8% | +203.6% |
| 5Y | +251.2% | +11.2% | +240.0% | +214.0% |
| 10Y | +1,567.6% | +98.7% | +1,468.9% | +1,180.7% |
| All | +2,721.0% | +5,485.4% | -2,764.4% | +1,106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling