-100.0%
SOXS vs CDW
+1,037.5%
-1,137.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.6% |
| 7D | -43.7% | +9.1% | -52.8% | -33.9% |
| 30D | +22.2% | +13.7% | +8.5% | +56.7% |
| 3M | +13.0% | +27.0% | -14.0% | +71.6% |
| 6M | -47.7% | +75.9% | -123.6% | +34.0% |
| YTD | -92.5% | +28.9% | -121.3% | -90.6% |
| 1Y | -93.1% | +19.6% | -112.8% | -92.4% |
| 3Y | -99.7% | -14.6% | -85.1% | -99.7% |
| 5Y | -99.9% | -3.2% | -96.8% | -99.8% |
| 10Y | -100.0% | +321.3% | -421.3% | -100.0% |
| All | -100.0% | +1,037.5% | -1,137.5% | -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