-100.0%
SOXS vs CVE
+136.7%
-236.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +0.5% | -22.8% | -21.9% |
| 7D | -5.1% | -10.1% | +5.0% | -10.4% |
| 30D | +60.4% | -12.1% | +72.5% | +49.7% |
| 3M | +32.7% | -1.9% | +34.6% | +32.4% |
| 6M | -36.2% | -1.8% | -34.3% | -36.1% |
| YTD | -90.9% | +65.8% | -156.7% | -86.9% |
| 1Y | -92.2% | +60.8% | -153.0% | -88.9% |
| 3Y | -99.7% | +70.1% | -169.8% | -99.4% |
| 5Y | -99.9% | +134.8% | -234.7% | -99.8% |
| 10Y | -100.0% | +130.1% | -230.1% | -100.0% |
| All | -100.0% | +136.7% | -236.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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