-100.0%
SOXS vs CVE
+81.1%
-181.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.3% | -8.9% | -11.1% |
| 7D | -7.0% | +2.5% | -9.5% | -5.5% |
| 30D | +2.8% | +16.7% | -13.9% | +14.8% |
| 3M | -9.8% | +9.3% | -19.1% | -3.0% |
| 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% |
| 3Y | -100.0% | +73.6% | -173.6% | -100.0% |
| 5Y | -100.0% | +312.5% | -412.5% | -100.0% |
| 10Y | -100.0% | +161.0% | -261.0% | -100.0% |
| All | -100.0% | +81.1% | -181.1% | -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