-91.6%
SOXS vs CNP
+8.7%
-100.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.5% | +12.3% | +13.5% |
| 7D | +46.7% | -1.3% | +48.0% | +48.6% |
| 30D | +97.0% | +8.7% | +88.2% | +76.0% |
| 3M | +39.5% | -0.7% | +40.3% | +41.0% |
| 6M | -54.9% | -4.2% | -50.8% | -49.4% |
| YTD | -90.4% | +8.9% | -99.3% | -90.9% |
| 1Y | -91.6% | +8.3% | -100.0% | -92.2% |
| All | -91.6% | +8.7% | -100.4% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling