+20,848.2%
SOXL vs CCI
+216.0%
+20,632.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +3.2% |
| 7D | +18.4% | -0.3% | +18.6% | +18.3% |
| 30D | -3.2% | +2.1% | -5.3% | -5.9% |
| 3M | -37.6% | -17.8% | -19.8% | -29.9% |
| 6M | +136.1% | -14.2% | +150.2% | +140.1% |
| YTD | +199.5% | -13.3% | +212.8% | +191.2% |
| 1Y | +363.2% | -16.6% | +379.8% | +363.4% |
| 3Y | +496.5% | -10.8% | +507.3% | +314.7% |
| 5Y | +184.8% | -50.3% | +235.1% | +389.2% |
| 10Y | +5,399.0% | +22.5% | +5,376.5% | +2,644.4% |
| All | +20,848.2% | +216.0% | +20,632.2% | +1,755.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling