-100.0%
SOXS vs CPRT
+1,444.6%
-1,544.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.4% | -10.6% | -9.5% |
| 7D | -7.0% | +2.2% | -9.2% | -3.4% |
| 30D | +2.8% | +16.6% | -13.8% | +32.0% |
| 3M | -9.8% | +9.6% | -19.4% | -9.8% |
| 6M | -99.2% | -11.1% | -88.1% | -99.7% |
| YTD | -99.5% | -13.9% | -85.6% | -99.9% |
| 1Y | -99.8% | -32.5% | -67.3% | -100.0% |
| 3Y | -100.0% | -25.0% | -74.9% | -100.0% |
| 5Y | -100.0% | -7.4% | -92.6% | -100.0% |
| 10Y | -100.0% | +422.0% | -522.0% | -100.0% |
| All | -100.0% | +1,444.6% | -1,544.6% | -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