+449.8%
SOXL vs CCI
-12.4%
+462.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.7% | -6.3% | -8.9% |
| 7D | +8.5% | -4.4% | +12.8% | +6.1% |
| 30D | -13.0% | +0.3% | -13.3% | -12.7% |
| 3M | -35.9% | -20.0% | -16.0% | -39.2% |
| 6M | +112.1% | -14.5% | +126.6% | +104.9% |
| YTD | +175.4% | -14.9% | +190.3% | +165.7% |
| 1Y | +304.9% | -17.7% | +322.5% | +288.0% |
| All | +449.8% | -12.4% | +462.2% | +363.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling