-100.0%
SOXS vs CDW
+903.1%
-1,003.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.2% | -11.8% |
| 7D | -7.0% | +3.2% | -10.2% | -2.3% |
| 30D | +2.8% | +9.3% | -6.5% | +18.3% |
| 3M | -9.8% | +9.8% | -19.6% | +3.3% |
| 6M | -99.2% | +23.3% | -122.5% | -99.6% |
| YTD | -99.5% | +13.7% | -113.1% | -99.8% |
| 1Y | -99.8% | -6.5% | -93.3% | -99.9% |
| 3Y | -100.0% | -25.2% | -74.7% | -100.0% |
| 5Y | -100.0% | -19.5% | -80.5% | -100.0% |
| 10Y | -100.0% | +285.8% | -385.8% | -100.0% |
| All | -100.0% | +903.1% | -1,003.1% | -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