-100.0%
SOXS vs CCEP
+236.1%
-336.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.7% |
| 7D | -4.7% | -2.8% | -1.9% | -7.7% |
| 30D | +7.7% | -4.0% | +11.8% | +1.7% |
| 3M | -10.2% | +5.2% | -15.4% | -8.5% |
| 6M | -99.2% | +2.7% | -101.9% | -99.3% |
| YTD | -99.5% | +14.5% | -114.0% | -99.5% |
| 1Y | -99.8% | +17.2% | -116.9% | -99.8% |
| 3Y | -100.0% | +79.3% | -179.3% | -100.0% |
| 5Y | -100.0% | +106.8% | -206.8% | -100.0% |
| All | -100.0% | +236.1% | -336.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling