-100.0%
SOXS vs CTAS
+3,648.5%
-3,748.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.8% |
| 7D | -15.6% | 0.0% | -15.5% | -15.7% |
| 30D | +4.8% | -1.0% | +5.8% | +1.7% |
| 3M | -21.6% | +15.8% | -37.4% | -10.6% |
| 6M | -99.3% | -1.0% | -98.3% | -99.7% |
| YTD | -99.5% | +7.4% | -106.9% | -99.7% |
| 1Y | -99.8% | -0.1% | -99.6% | -99.9% |
| 3Y | -100.0% | +66.3% | -166.3% | -100.0% |
| 5Y | -100.0% | +111.0% | -211.0% | -100.0% |
| 10Y | -100.0% | +662.9% | -762.9% | -100.0% |
| All | -100.0% | +3,648.5% | -3,748.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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