+162.3%
SOXL vs CCI
-49.3%
+211.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +4.5% |
| 7D | +3.9% | -0.3% | +4.1% | +4.0% |
| 30D | -14.3% | +2.2% | -16.5% | -15.0% |
| 3M | -45.6% | -16.9% | -28.7% | -42.9% |
| 6M | +117.2% | -11.5% | +128.7% | +116.1% |
| YTD | +189.8% | -12.8% | +202.7% | +186.8% |
| 1Y | +317.7% | -17.1% | +334.8% | +323.5% |
| 3Y | +478.6% | -9.6% | +488.3% | +333.5% |
| All | +162.3% | -49.3% | +211.6% | +335.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling