-100.0%
SOXS vs CDW
+1,030.0%
-1,130.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.7% | +11.7% | +10.0% |
| 7D | -28.4% | +9.3% | -37.8% | -15.4% |
| 30D | +19.4% | +14.4% | +5.1% | +54.4% |
| 3M | +28.2% | +21.4% | +6.7% | +81.0% |
| 6M | -37.7% | +72.8% | -110.5% | +54.9% |
| YTD | -91.6% | +28.0% | -119.7% | -89.6% |
| 1Y | -93.1% | +19.3% | -112.4% | -92.4% |
| 3Y | -99.7% | -15.3% | -84.4% | -99.7% |
| 5Y | -99.9% | -3.8% | -96.1% | -99.8% |
| 10Y | -100.0% | +318.5% | -418.5% | -100.0% |
| All | -100.0% | +1,030.0% | -1,130.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling