-100.0%
SOXS vs CNP
+408.3%
-508.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.8% | -9.4% | -11.1% |
| 7D | -7.0% | +1.1% | -8.1% | -5.8% |
| 30D | +2.8% | -1.8% | +4.6% | +0.7% |
| 3M | -9.8% | -4.6% | -5.2% | -17.8% |
| 6M | -99.2% | -8.8% | -90.3% | -99.3% |
| YTD | -99.5% | +5.2% | -104.7% | -99.5% |
| 1Y | -99.8% | +8.3% | -108.1% | -99.8% |
| 3Y | -100.0% | +54.9% | -154.9% | -100.0% |
| 5Y | -100.0% | +73.5% | -173.5% | -100.0% |
| 10Y | -100.0% | +139.1% | -239.1% | -100.0% |
| All | -100.0% | +408.3% | -508.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling