-100.0%
SOXS vs CPNG
-76.8%
-23.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -2.1% |
| 7D | -16.6% | -7.6% | -9.0% | -21.4% |
| 30D | -4.4% | -8.8% | +4.5% | -11.1% |
| 3M | -26.2% | -7.2% | -19.0% | -27.3% |
| 6M | -99.3% | -21.5% | -77.7% | -99.7% |
| YTD | -99.5% | -37.4% | -62.1% | -99.8% |
| 1Y | -99.8% | -54.3% | -45.4% | -99.9% |
| 3Y | -100.0% | -20.3% | -79.7% | -100.0% |
| 5Y | -100.0% | -51.2% | -48.8% | -100.0% |
| All | -100.0% | -76.8% | -23.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling