-100.0%
SOXS vs CCI
-10.8%
-89.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.3% |
| 7D | -16.6% | -0.3% | -16.3% | -16.4% |
| 30D | -4.4% | +2.1% | -6.5% | -5.3% |
| 3M | -26.2% | -17.8% | -8.4% | -18.2% |
| 6M | -99.3% | -14.2% | -85.1% | -99.2% |
| YTD | -99.5% | -13.3% | -86.2% | -99.5% |
| 1Y | -99.8% | -16.6% | -83.2% | -99.7% |
| All | -100.0% | -10.8% | -89.2% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling