-100.0%
SOXS vs CCEP
+1,149.0%
-1,249.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -3.9% |
| 7D | -15.6% | -1.0% | -14.6% | -17.0% |
| 30D | +4.8% | -1.6% | +6.4% | +1.4% |
| 3M | -21.6% | +11.9% | -33.5% | -13.5% |
| 6M | -99.3% | +7.5% | -106.8% | -99.4% |
| YTD | -99.5% | +18.7% | -118.3% | -99.5% |
| 1Y | -99.8% | +21.4% | -121.2% | -99.8% |
| 3Y | -100.0% | +89.1% | -189.1% | -100.0% |
| 5Y | -100.0% | +108.7% | -208.7% | -100.0% |
| 10Y | -100.0% | +241.0% | -341.0% | -100.0% |
| All | -100.0% | +1,149.0% | -1,249.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CCEP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling