+113.9%
SOXX vs CRL
+78.8%
+35.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.8% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | -2.0% | +10.7% | -12.7% | -3.7% |
| 3M | -13.7% | +55.3% | -69.0% | -20.6% |
| 6M | +52.4% | +60.7% | -8.3% | +37.8% |
| YTD | +72.8% | +44.6% | +28.2% | +60.0% |
| 1Y | +113.9% | +77.7% | +36.2% | +89.0% |
| All | +113.9% | +78.8% | +35.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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