-100.0%
SOXS vs CNP
+49.7%
-149.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +8.4% |
| 7D | -9.4% | -2.2% | -7.3% | -9.1% |
| 30D | +6.2% | -2.1% | +8.2% | +6.5% |
| 3M | -28.0% | -7.9% | -20.1% | -26.3% |
| 6M | -99.2% | -8.3% | -90.9% | -99.2% |
| YTD | -99.5% | +3.8% | -103.3% | -99.5% |
| 1Y | -99.7% | +5.9% | -105.6% | -99.7% |
| All | -100.0% | +49.7% | -149.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling