-91.6%
SOXS vs CPAY
+59.0%
-150.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.8% | +8.8% |
| 7D | +46.7% | +5.7% | +40.9% | +46.9% |
| 30D | +97.0% | +4.2% | +92.8% | +97.2% |
| 3M | +39.5% | +5.6% | +34.0% | +40.0% |
| 6M | -54.9% | +34.7% | -89.6% | -50.5% |
| YTD | -90.4% | +39.1% | -129.5% | -89.3% |
| 1Y | -91.6% | +60.3% | -151.9% | -91.1% |
| All | -91.6% | +59.0% | -150.7% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling