+3,194.3%
SOXX vs CRM
+6,620.2%
-3,425.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | -0.1% | +1.2% |
| 7D | +1.4% | -4.4% | +5.8% | +3.0% |
| 30D | -3.6% | +28.1% | -31.7% | -13.1% |
| 3M | -10.2% | +48.8% | -59.0% | -24.8% |
| 6M | +54.2% | +28.3% | +26.0% | +33.8% |
| YTD | +75.2% | -6.0% | +81.2% | +69.6% |
| 1Y | +107.5% | +1.4% | +106.1% | +94.2% |
| 3Y | +226.8% | +11.8% | +214.9% | +188.6% |
| 5Y | +251.2% | -2.0% | +253.2% | +220.1% |
| 10Y | +1,567.6% | +239.6% | +1,328.0% | +864.8% |
| All | +3,194.3% | +6,620.2% | -3,425.9% | +595.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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