-100.0%
SOXS vs CLBK
+52.3%
-152.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.5% |
| 7D | -9.4% | -1.4% | -8.1% | -10.6% |
| 30D | +6.2% | +4.5% | +1.6% | +10.7% |
| 3M | -28.0% | +22.8% | -50.8% | -14.5% |
| 6M | -99.2% | +43.4% | -142.6% | -98.8% |
| YTD | -99.5% | +64.1% | -163.6% | -99.2% |
| 1Y | -99.7% | +67.6% | -167.3% | -99.6% |
| All | -100.0% | +52.3% | -152.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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