-100.0%
SOXS vs CLBK
+64.7%
-164.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -3.3% |
| 7D | -16.6% | -1.5% | -15.1% | -18.0% |
| 30D | -4.4% | +6.7% | -11.0% | +3.3% |
| 3M | -26.2% | +21.2% | -47.4% | -9.3% |
| 6M | -99.3% | +42.0% | -141.2% | -98.8% |
| YTD | -99.5% | +63.3% | -162.8% | -99.1% |
| 1Y | -99.8% | +65.4% | -165.2% | -99.6% |
| 3Y | -100.0% | +52.5% | -152.5% | -100.0% |
| 5Y | -100.0% | +42.0% | -142.0% | -100.0% |
| All | -100.0% | +64.7% | -164.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling