+1,537.1%
SOXX vs CRS
+1,392.1%
+145.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +1.4% | -6.8% | +8.1% | +3.7% |
| 30D | -3.6% | -16.1% | +12.6% | +2.2% |
| 3M | -10.2% | -21.2% | +11.0% | -2.7% |
| 6M | +54.2% | +8.7% | +45.6% | +50.1% |
| YTD | +75.2% | +41.0% | +34.2% | +55.8% |
| 1Y | +107.5% | +82.7% | +24.8% | +67.8% |
| 3Y | +226.8% | +604.8% | -378.0% | +66.9% |
| 5Y | +251.2% | +1,384.7% | -1,133.5% | +36.1% |
| All | +1,537.1% | +1,392.1% | +145.1% | +489.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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