-100.0%
SOXS vs CTVA
+211.9%
-311.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -3.5% |
| 7D | -16.6% | -5.8% | -10.8% | -22.5% |
| 30D | -4.4% | +11.1% | -15.4% | +6.8% |
| 3M | -26.2% | +13.2% | -39.5% | -15.6% |
| 6M | -99.3% | +8.7% | -108.0% | -99.3% |
| YTD | -99.5% | +27.3% | -126.8% | -99.4% |
| 1Y | -99.8% | +18.0% | -117.8% | -99.8% |
| 3Y | -100.0% | +76.5% | -176.5% | -100.0% |
| 5Y | -100.0% | +105.1% | -205.1% | -100.0% |
| All | -100.0% | +211.9% | -311.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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