+375.0%
CCJ vs SOXQ
+290.2%
+84.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | +4.2% | +5.2% | -1.1% | +1.1% |
| 30D | +3.2% | -0.5% | +3.7% | +3.3% |
| 3M | -1.8% | -5.6% | +3.8% | -0.5% |
| 6M | -13.5% | +53.0% | -66.6% | -34.3% |
| YTD | +9.7% | +68.8% | -59.0% | -20.6% |
| 1Y | +30.0% | +105.7% | -75.7% | -16.1% |
| 3Y | +172.6% | +240.5% | -67.9% | +31.6% |
| 5Y | +342.9% | +266.8% | +76.2% | +105.5% |
| All | +375.0% | +290.2% | +84.8% | +120.2% |
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