+2,550.6%
SOXX vs CRS
+4,702.3%
-2,151.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +1.4% | -6.8% | +8.1% | +3.9% |
| 30D | -3.6% | -16.1% | +12.6% | +2.6% |
| 3M | -10.2% | -21.2% | +11.0% | -2.1% |
| 6M | +54.2% | +8.7% | +45.6% | +49.4% |
| YTD | +75.2% | +41.0% | +34.2% | +53.6% |
| 1Y | +107.5% | +82.7% | +24.8% | +63.7% |
| 3Y | +226.8% | +604.8% | -378.0% | +53.2% |
| 5Y | +251.2% | +1,384.7% | -1,133.5% | +20.0% |
| 10Y | +1,567.6% | +1,362.3% | +205.3% | +376.6% |
| All | +2,550.6% | +4,702.3% | -2,151.7% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling