+2,575.4%
SOXX vs CSX
+3,384.5%
-809.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.4% |
| 7D | +6.1% | -0.6% | +6.7% | +6.4% |
| 30D | +0.5% | -3.2% | +3.7% | +2.3% |
| 3M | -5.3% | +2.6% | -7.9% | -6.9% |
| 6M | +58.3% | +19.8% | +38.5% | +42.8% |
| YTD | +76.8% | +34.7% | +42.2% | +49.5% |
| 1Y | +114.6% | +52.1% | +62.5% | +69.4% |
| 3Y | +229.6% | +68.4% | +161.2% | +143.0% |
| 5Y | +257.3% | +65.1% | +192.2% | +166.0% |
| 10Y | +1,583.2% | +496.7% | +1,086.5% | +509.8% |
| All | +2,575.4% | +3,384.5% | -809.1% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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