-91.6%
SOXS vs CPNG
-45.7%
-45.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.0% | -3.2% | +14.0% |
| 7D | +46.7% | +20.8% | +25.8% | +60.2% |
| 30D | +97.0% | +20.1% | +76.9% | +114.9% |
| 3M | +39.5% | +1.6% | +37.9% | +39.3% |
| 6M | -54.9% | -15.8% | -39.1% | -55.4% |
| YTD | -90.4% | -27.7% | -62.7% | -91.1% |
| 1Y | -91.6% | -46.9% | -44.7% | -94.4% |
| All | -91.6% | -45.7% | -45.9% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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