-100.0%
SOXS vs CVE
+71.6%
-171.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.3% | -8.9% | -11.2% |
| 7D | -7.0% | +2.5% | -9.5% | -5.4% |
| 30D | +2.8% | +16.7% | -13.9% | +16.0% |
| 3M | -9.8% | +9.3% | -19.1% | -3.4% |
| 6M | -99.2% | +43.6% | -142.8% | -99.5% |
| YTD | -99.5% | +93.6% | -193.1% | -99.6% |
| 1Y | -99.8% | +98.8% | -198.5% | -99.8% |
| All | -100.0% | +71.6% | -171.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling