+2,550.6%
SOXX vs CNI
+2,501.9%
+48.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -3.6% | -2.7% | -0.9% | -1.9% |
| 3M | -10.2% | +3.9% | -14.1% | -13.0% |
| 6M | +54.2% | +16.4% | +37.9% | +38.2% |
| YTD | +75.2% | +25.8% | +49.4% | +48.5% |
| 1Y | +107.5% | +32.4% | +75.1% | +69.5% |
| 3Y | +226.8% | +19.1% | +207.7% | +184.1% |
| 5Y | +251.2% | +13.6% | +237.7% | +215.1% |
| 10Y | +1,567.6% | +136.8% | +1,430.9% | +819.8% |
| All | +2,550.6% | +2,501.9% | +48.7% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling