-100.0%
SOXS vs CLBK
+43.5%
-143.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -4.7% | -1.5% | -3.3% | -5.9% |
| 30D | +7.7% | -1.0% | +8.8% | +6.9% |
| 3M | -10.2% | +22.9% | -33.1% | +4.6% |
| 6M | -99.2% | +44.2% | -143.4% | -98.9% |
| YTD | -99.5% | +64.0% | -163.5% | -99.3% |
| 1Y | -99.8% | +65.7% | -165.4% | -99.6% |
| 3Y | -100.0% | +54.1% | -154.0% | -100.0% |
| All | -100.0% | +43.5% | -143.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling