+1,537.1%
SOXX vs CRL
+256.1%
+1,281.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | -0.1% | +1.0% |
| 7D | +1.4% | -3.5% | +4.9% | +2.9% |
| 30D | -3.6% | -2.1% | -1.4% | -2.8% |
| 3M | -10.2% | +48.0% | -58.1% | -25.4% |
| 6M | +54.2% | +64.7% | -10.5% | +20.2% |
| YTD | +75.2% | +39.5% | +35.7% | +45.8% |
| 1Y | +107.5% | +74.2% | +33.3% | +54.1% |
| 3Y | +226.8% | +39.4% | +187.4% | +149.1% |
| 5Y | +251.2% | -36.9% | +288.1% | +292.3% |
| All | +1,537.1% | +256.1% | +1,281.0% | +667.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling