+107.5%
SOXX vs CRS
+79.6%
+27.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +1.4% | -6.8% | +8.1% | +4.1% |
| 30D | -3.6% | -16.1% | +12.6% | +3.0% |
| 3M | -10.2% | -21.2% | +11.0% | -1.2% |
| 6M | +54.2% | +8.7% | +45.6% | +53.5% |
| YTD | +75.2% | +41.0% | +34.2% | +65.6% |
| 1Y | +107.5% | +82.7% | +24.8% | +89.4% |
| All | +107.5% | +79.6% | +27.9% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling