+113.9%
SOXX vs CNI
+29.8%
+84.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +2.2% | -2.1% | +4.3% | +2.7% |
| 30D | -2.0% | -3.3% | +1.2% | -1.3% |
| 3M | -13.7% | +3.8% | -17.5% | -15.0% |
| 6M | +52.4% | +12.7% | +39.7% | +43.9% |
| YTD | +72.8% | +26.3% | +46.5% | +58.9% |
| 1Y | +113.9% | +29.9% | +84.0% | +95.0% |
| All | +113.9% | +29.8% | +84.1% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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