-100.0%
SOXS vs CDNS
+72.4%
-172.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -2.4% |
| 7D | -4.7% | -1.1% | -3.6% | -7.2% |
| 30D | +7.7% | -10.4% | +18.2% | -13.7% |
| 3M | -10.2% | -24.6% | +14.4% | -46.7% |
| 6M | -99.2% | -1.6% | -97.6% | -98.4% |
| YTD | -99.5% | -7.4% | -92.1% | -99.1% |
| 1Y | -99.8% | -18.4% | -81.3% | -99.6% |
| 3Y | -100.0% | +19.0% | -118.9% | -99.8% |
| All | -100.0% | +72.4% | -172.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 5y: compounded portfolio wealth divided by compounded CDNS 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…
5y analysis · Full analysis span regression · 6 months rolling