+1,537.1%
SOXX vs CRH
+253.3%
+1,283.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.3% |
| 7D | +1.4% | -6.1% | +7.4% | +5.1% |
| 30D | -3.6% | -9.3% | +5.7% | +1.9% |
| 3M | -10.2% | -15.2% | +5.0% | -2.0% |
| 6M | +54.2% | -14.2% | +68.4% | +66.6% |
| YTD | +75.2% | -28.3% | +103.5% | +110.0% |
| 1Y | +107.5% | -21.8% | +129.3% | +135.1% |
| 3Y | +226.8% | +71.6% | +155.1% | +127.2% |
| 5Y | +251.2% | +96.6% | +154.6% | +120.8% |
| All | +1,537.1% | +253.3% | +1,283.8% | +614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling