-100.0%
SOXS vs CDW
-29.2%
-70.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.3% | -10.0% |
| 7D | -15.6% | -3.9% | -11.7% | -19.1% |
| 30D | +4.8% | +6.9% | -2.1% | +12.7% |
| 3M | -21.6% | +7.7% | -29.3% | -16.6% |
| 6M | -99.3% | +18.3% | -117.7% | -99.6% |
| YTD | -99.5% | +7.8% | -107.3% | -99.8% |
| 1Y | -99.8% | -12.2% | -87.6% | -99.9% |
| 3Y | -100.0% | -28.9% | -71.0% | -100.0% |
| All | -100.0% | -29.2% | -70.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling