-100.0%
SOXS vs CPNG
-19.3%
-80.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.1% | -8.6% | -3.3% |
| 7D | -4.7% | -1.1% | -3.6% | -5.5% |
| 30D | +7.7% | -7.4% | +15.1% | +1.2% |
| 3M | -10.2% | -12.3% | +2.2% | -18.3% |
| 6M | -99.2% | -19.4% | -79.8% | -99.7% |
| YTD | -99.5% | -35.9% | -63.6% | -99.8% |
| 1Y | -99.8% | -53.4% | -46.4% | -99.9% |
| 3Y | -100.0% | -20.0% | -80.0% | -100.0% |
| All | -100.0% | -19.3% | -80.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling