-100.0%
SOXS vs CNP
+146.5%
-246.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.6% | +10.5% | +11.7% |
| 7D | -28.4% | +1.3% | -29.7% | -27.5% |
| 30D | +19.4% | +3.8% | +15.6% | +24.7% |
| 3M | +28.2% | +2.4% | +25.8% | +32.2% |
| 6M | -37.7% | -1.2% | -36.5% | -39.7% |
| YTD | -91.6% | +9.3% | -100.9% | -91.0% |
| 1Y | -93.1% | +6.4% | -99.5% | -92.8% |
| 3Y | -99.7% | +66.4% | -166.1% | -99.5% |
| 5Y | -99.9% | +75.7% | -175.6% | -99.8% |
| All | -100.0% | +146.5% | -246.5% | -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