-100.0%
SOXS vs CCEP
+1,139.7%
-1,239.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -3.1% | -7.1% | -14.3% |
| 7D | -7.0% | -3.1% | -3.9% | -11.2% |
| 30D | +2.8% | -2.6% | +5.4% | -1.9% |
| 3M | -9.8% | +14.9% | -24.8% | +2.5% |
| 6M | -99.2% | +2.3% | -101.4% | -99.3% |
| YTD | -99.5% | +17.8% | -117.3% | -99.5% |
| 1Y | -99.8% | +24.2% | -124.0% | -99.8% |
| 3Y | -100.0% | +84.7% | -184.7% | -100.0% |
| 5Y | -100.0% | +103.2% | -203.2% | -100.0% |
| 10Y | -100.0% | +257.4% | -357.4% | -100.0% |
| All | -100.0% | +1,139.7% | -1,239.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling