-100.0%
SOXS vs CDNS
+4,381.9%
-4,481.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.6% |
| 7D | -16.6% | -7.2% | -9.4% | -29.0% |
| 30D | -4.4% | -14.3% | +9.9% | -29.2% |
| 3M | -26.2% | -27.2% | +1.0% | -58.1% |
| 6M | -99.3% | -4.5% | -94.7% | -98.6% |
| YTD | -99.5% | -9.0% | -90.6% | -99.2% |
| 1Y | -99.8% | -21.3% | -78.4% | -99.7% |
| 3Y | -100.0% | +19.6% | -119.6% | -99.9% |
| 5Y | -100.0% | +71.5% | -171.5% | -99.9% |
| 10Y | -100.0% | +1,036.6% | -1,136.6% | -100.0% |
| All | -100.0% | +4,381.9% | -4,481.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling