-37.7%
SOXS vs CCEP
+30.3%
-68.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.4% | +9.7% | +7.1% |
| 7D | -28.4% | +2.1% | -30.5% | -33.2% |
| 30D | +19.4% | +10.6% | +8.8% | -6.4% |
| 3M | +28.2% | +10.3% | +17.8% | +3.0% |
| 6M | -37.7% | +31.1% | -68.8% | -67.9% |
| All | -37.7% | +30.3% | -68.0% | -67.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling