-100.0%
SOXS vs CVE
+54.3%
-154.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.6% | -12.1% | -13.1% |
| 7D | +36.2% | -16.1% | +52.4% | +21.7% |
| 30D | +131.5% | -10.4% | +141.9% | +116.3% |
| 3M | +60.5% | -2.4% | +62.9% | +59.1% |
| 6M | -25.9% | -4.4% | -21.5% | -27.5% |
| YTD | -88.3% | +64.9% | -153.3% | -82.5% |
| 1Y | -89.6% | +66.0% | -155.6% | -84.4% |
| 3Y | -99.6% | +57.7% | -157.3% | -99.3% |
| 5Y | -99.9% | +144.7% | -244.6% | -99.7% |
| 10Y | -100.0% | +139.2% | -239.2% | -100.0% |
| All | -100.0% | +54.3% | -154.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling