+2,550.6%
SOXX vs CPB
+63.2%
+2,487.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | -3.6% | -7.1% | +3.5% | -2.2% |
| 3M | -10.2% | -6.0% | -4.1% | -9.8% |
| 6M | +54.2% | -5.3% | +59.5% | +53.9% |
| YTD | +75.2% | -20.8% | +96.1% | +82.1% |
| 1Y | +107.5% | -33.8% | +141.4% | +125.5% |
| 3Y | +226.8% | -43.7% | +270.5% | +260.8% |
| 5Y | +251.2% | -40.7% | +291.9% | +270.2% |
| 10Y | +1,567.6% | -45.7% | +1,613.4% | +1,608.2% |
| All | +2,550.6% | +63.2% | +2,487.4% | +1,338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling