-100.0%
SOXS vs CNI
+489.0%
-589.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -3.7% |
| 7D | -4.7% | -0.4% | -4.4% | -5.3% |
| 30D | +7.7% | -2.7% | +10.4% | +2.3% |
| 3M | -10.2% | +3.9% | -14.1% | -5.6% |
| 6M | -99.2% | +16.4% | -115.6% | -98.2% |
| YTD | -99.5% | +25.8% | -125.3% | -98.7% |
| 1Y | -99.8% | +32.4% | -132.2% | -99.3% |
| 3Y | -100.0% | +19.1% | -119.1% | -99.9% |
| 5Y | -100.0% | +13.6% | -113.6% | -100.0% |
| 10Y | -100.0% | +136.8% | -236.8% | -100.0% |
| All | -100.0% | +489.0% | -589.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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