+52.5%
SOXX vs CP
+35.2%
+17.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.6% |
| 7D | -13.7% | +5.6% | -19.3% | -14.4% |
| 30D | -23.6% | +10.0% | -33.6% | -25.0% |
| 3M | -16.9% | +4.4% | -21.3% | -17.3% |
| 6M | -2.4% | +14.1% | -16.5% | -7.1% |
| YTD | +49.8% | +29.1% | +20.8% | +38.3% |
| 1Y | +52.5% | +34.6% | +18.0% | +36.9% |
| All | +52.5% | +35.2% | +17.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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