-100.0%
SOXS vs CNP
+69.1%
-169.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.4% |
| 7D | -16.6% | +0.7% | -17.2% | -16.3% |
| 30D | -4.4% | -0.1% | -4.3% | -4.3% |
| 3M | -26.2% | -5.6% | -20.6% | -29.2% |
| 6M | -99.3% | -7.5% | -91.8% | -99.3% |
| YTD | -99.5% | +5.5% | -105.0% | -99.5% |
| 1Y | -99.8% | +8.3% | -108.1% | -99.8% |
| 3Y | -100.0% | +51.8% | -151.7% | -100.0% |
| All | -100.0% | +69.1% | -169.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling