-100.0%
SOXS vs CNC
+1.2%
-101.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -5.6% |
| 7D | -4.7% | -0.9% | -3.8% | -4.7% |
| 30D | +7.7% | -1.0% | +8.7% | +7.8% |
| 3M | -10.2% | +4.5% | -14.7% | -10.3% |
| 6M | -99.2% | +85.2% | -184.4% | -99.2% |
| YTD | -99.5% | +61.4% | -160.9% | -99.5% |
| 1Y | -99.8% | +94.9% | -194.7% | -99.8% |
| 3Y | -100.0% | 0.0% | -100.0% | -100.0% |
| All | -100.0% | +1.2% | -101.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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