-100.0%
SOXS vs CBRE
+964.4%
-1,064.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.6% | -9.6% | -11.0% |
| 7D | -7.0% | -2.0% | -5.0% | -9.6% |
| 30D | +2.8% | -2.2% | +5.0% | -1.2% |
| 3M | -9.8% | +12.9% | -22.8% | +0.1% |
| 6M | -99.2% | +4.3% | -103.5% | -99.4% |
| YTD | -99.5% | -8.0% | -91.4% | -99.7% |
| 1Y | -99.8% | -8.6% | -91.2% | -99.9% |
| 3Y | -100.0% | +71.9% | -171.9% | -100.0% |
| 5Y | -100.0% | +50.0% | -150.0% | -100.0% |
| 10Y | -100.0% | +390.1% | -490.1% | -100.0% |
| All | -100.0% | +964.4% | -1,064.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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