+220.8%
SOXX vs CPB
-43.2%
+264.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -3.8% |
| 7D | +3.0% | -5.4% | +8.4% | +1.6% |
| 30D | -3.1% | -7.8% | +4.7% | -5.0% |
| 3M | -4.4% | -6.9% | +2.5% | -5.2% |
| 6M | +52.9% | -12.2% | +65.1% | +50.9% |
| YTD | +72.0% | -21.1% | +93.1% | +67.3% |
| 1Y | +105.1% | -33.5% | +138.6% | +95.3% |
| All | +220.8% | -43.2% | +264.0% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling