-100.0%
SOXS vs CPAY
+55.3%
-155.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.7% |
| 7D | -4.7% | -2.0% | -2.8% | -7.7% |
| 30D | +7.7% | -0.4% | +8.1% | +6.4% |
| 3M | -10.2% | +16.4% | -26.5% | +4.7% |
| 6M | -99.2% | +23.5% | -122.7% | -98.8% |
| YTD | -99.5% | +35.7% | -135.2% | -99.1% |
| 1Y | -99.8% | +30.2% | -129.9% | -99.6% |
| 3Y | -100.0% | +49.7% | -149.7% | -99.9% |
| All | -100.0% | +55.3% | -155.3% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling