+247.9%
SOXX vs CNI
+12.6%
+235.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.7% |
| 30D | -3.6% | -2.7% | -0.9% | -1.8% |
| 3M | -10.2% | +3.9% | -14.1% | -13.3% |
| 6M | +54.2% | +16.4% | +37.9% | +36.4% |
| YTD | +75.2% | +25.8% | +49.4% | +45.5% |
| 1Y | +107.5% | +32.4% | +75.1% | +65.0% |
| 3Y | +226.8% | +19.1% | +207.7% | +175.4% |
| All | +247.9% | +12.6% | +235.2% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling