-51.7%
CCI vs SOXQ
+279.9%
-331.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.6% |
| 7D | -4.4% | +2.3% | -6.7% | -4.5% |
| 30D | +0.3% | -3.9% | +4.2% | +0.5% |
| 3M | -20.0% | -4.7% | -15.2% | -20.2% |
| 6M | -14.5% | +47.9% | -62.4% | -18.7% |
| YTD | -14.9% | +64.3% | -79.2% | -20.0% |
| 1Y | -17.7% | +95.7% | -113.4% | -24.3% |
| 3Y | -12.4% | +231.5% | -243.9% | -30.2% |
| 5Y | -50.1% | +255.0% | -305.1% | -62.4% |
| All | -51.7% | +279.9% | -331.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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