-99.8%
SOXS vs CCI
-15.7%
-84.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -7.9% | -8.0% |
| 7D | -4.7% | -0.3% | -4.5% | -4.8% |
| 30D | +7.7% | +2.2% | +5.5% | +5.2% |
| 3M | -10.2% | -16.9% | +6.7% | +6.4% |
| 6M | -99.2% | -11.5% | -87.7% | -99.0% |
| YTD | -99.5% | -12.8% | -86.7% | -99.4% |
| 1Y | -99.8% | -17.1% | -82.7% | -99.7% |
| All | -99.8% | -15.7% | -84.0% | -99.7% |
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