-100.0%
SOXS vs CPRT
+1,358.0%
-1,458.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.5% | +11.6% | +10.2% |
| 7D | -28.4% | -0.4% | -28.1% | -28.4% |
| 30D | +19.4% | +21.2% | -1.7% | +55.2% |
| 3M | +28.2% | +8.3% | +19.8% | +32.7% |
| 6M | -37.7% | -3.4% | -34.3% | -56.0% |
| YTD | -91.6% | -18.7% | -72.9% | -95.8% |
| 1Y | -93.1% | -23.5% | -69.5% | -97.0% |
| 3Y | -99.7% | -34.2% | -65.6% | -99.9% |
| 5Y | -99.9% | -18.2% | -81.7% | -99.9% |
| 10Y | -100.0% | +370.9% | -470.9% | -100.0% |
| All | -100.0% | +1,358.0% | -1,458.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling