-100.0%
SOXS vs CVS
+309.6%
-409.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.6% |
| 7D | -16.6% | -1.9% | -14.7% | -18.2% |
| 30D | -4.4% | -0.3% | -4.1% | -5.3% |
| 3M | -26.2% | -1.1% | -25.1% | -27.5% |
| 6M | -99.3% | +23.7% | -123.0% | -99.5% |
| YTD | -99.5% | +23.0% | -122.5% | -99.7% |
| 1Y | -99.8% | +37.2% | -136.9% | -99.8% |
| 3Y | -100.0% | +62.4% | -162.4% | -100.0% |
| 5Y | -100.0% | +31.8% | -131.8% | -100.0% |
| 10Y | -100.0% | +41.9% | -141.9% | -100.0% |
| All | -100.0% | +309.6% | -409.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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