-100.0%
SOXS vs CPRT
+392.8%
-492.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.0% | +12.1% | +1.5% |
| 7D | -9.4% | -8.4% | -1.0% | -21.7% |
| 30D | +6.2% | +4.6% | +1.6% | +13.5% |
| 3M | -28.0% | -1.9% | -26.1% | -40.3% |
| 6M | -99.2% | -15.3% | -83.9% | -99.8% |
| YTD | -99.5% | -21.5% | -78.0% | -99.9% |
| 1Y | -99.7% | -36.6% | -63.1% | -100.0% |
| 3Y | -100.0% | -31.2% | -68.8% | -100.0% |
| 5Y | -100.0% | -14.1% | -85.9% | -100.0% |
| All | -100.0% | +392.8% | -492.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling