-100.0%
SOXS vs CLS
+2,142.0%
-2,242.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -5.4% | +16.5% | +4.8% |
| 7D | -28.4% | +16.3% | -44.7% | -10.6% |
| 30D | +19.4% | -25.7% | +45.1% | +1.5% |
| 3M | +28.2% | -30.9% | +59.0% | +10.1% |
| 6M | -37.7% | -35.5% | -2.2% | -34.0% |
| YTD | -91.6% | -18.7% | -72.9% | -85.7% |
| 1Y | -93.1% | -17.9% | -75.2% | -87.2% |
| 3Y | -99.7% | +838.1% | -937.8% | -70.5% |
| 5Y | -99.9% | +1,971.9% | -2,071.8% | -66.8% |
| 10Y | -100.0% | +1,907.9% | -2,007.9% | -100.0% |
| All | -100.0% | +2,142.0% | -2,242.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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