-91.6%
SOXS vs CPRT
-24.7%
-66.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.0% | +3.7% | +2.5% |
| 7D | +46.7% | +12.6% | +34.0% | +28.3% |
| 30D | +97.0% | +18.0% | +79.0% | +64.3% |
| 3M | +39.5% | +11.0% | +28.6% | +21.5% |
| 6M | -54.9% | -2.0% | -52.9% | -56.7% |
| YTD | -90.4% | -16.7% | -73.7% | -90.5% |
| 1Y | -91.6% | -23.9% | -67.8% | -91.3% |
| All | -91.6% | -24.7% | -66.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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