+145.8%
SOXX vs CRCL
+31.3%
+114.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.4% | -11.2% | +12.6% | +2.2% |
| 30D | -3.6% | +27.1% | -30.7% | -5.5% |
| 3M | -10.2% | +9.6% | -19.8% | -11.4% |
| 6M | +54.2% | -19.7% | +73.9% | +53.8% |
| YTD | +75.2% | +14.2% | +61.0% | +70.4% |
| 1Y | +107.5% | -32.2% | +139.7% | +103.6% |
| All | +145.8% | +31.3% | +114.5% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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