+317.7%
SOXL vs CCI
-15.7%
+333.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +7.4% |
| 7D | +3.9% | -0.3% | +4.1% | +3.3% |
| 30D | -14.3% | +2.2% | -16.5% | -12.4% |
| 3M | -45.6% | -16.9% | -28.7% | -49.3% |
| 6M | +117.2% | -11.5% | +128.7% | +106.1% |
| YTD | +189.8% | -12.8% | +202.7% | +170.9% |
| 1Y | +317.7% | -17.1% | +334.8% | +288.4% |
| All | +317.7% | -15.7% | +333.5% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling