-100.0%
SOXS vs CNP
+137.0%
-237.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.6% |
| 7D | -4.7% | -1.4% | -3.3% | -6.0% |
| 30D | +7.7% | -2.9% | +10.7% | +4.5% |
| 3M | -10.2% | -7.5% | -2.6% | -18.6% |
| 6M | -99.2% | -7.9% | -91.3% | -99.3% |
| YTD | -99.5% | +3.7% | -103.3% | -99.5% |
| 1Y | -99.8% | +4.6% | -104.4% | -99.7% |
| 3Y | -100.0% | +49.1% | -149.1% | -100.0% |
| 5Y | -100.0% | +69.2% | -169.2% | -100.0% |
| All | -100.0% | +137.0% | -237.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling