+2,502.1%
SOXX vs CTAS
+2,116.1%
+386.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | +3.0% | -1.3% | +4.3% | +3.9% |
| 30D | -3.1% | -3.1% | -0.1% | -1.3% |
| 3M | -4.4% | +10.3% | -14.7% | -12.8% |
| 6M | +52.9% | +1.6% | +51.2% | +46.0% |
| YTD | +72.0% | +6.3% | +65.7% | +58.5% |
| 1Y | +105.1% | -0.5% | +105.6% | +96.7% |
| 3Y | +220.6% | +64.6% | +156.0% | +112.4% |
| 5Y | +244.8% | +106.0% | +138.8% | +97.4% |
| 10Y | +1,537.1% | +677.5% | +859.7% | +245.8% |
| All | +2,502.1% | +2,116.1% | +386.0% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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