-91.6%
SOXS vs CCI
+7.6%
-99.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.5% | +2.3% | +4.5% |
| 7D | +46.7% | +5.0% | +41.6% | +41.9% |
| 30D | +97.0% | +36.4% | +60.6% | +57.1% |
| 3M | +39.5% | +20.4% | +19.1% | +22.3% |
| 6M | -54.9% | +4.9% | -59.8% | -55.6% |
| YTD | -90.4% | +7.8% | -98.2% | -90.5% |
| 1Y | -91.6% | +7.3% | -98.9% | -91.8% |
| All | -91.6% | +7.6% | -99.2% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling