-100.0%
SOXS vs CCI
-50.8%
-49.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.7% | +9.8% | +7.6% |
| 7D | -9.4% | -4.4% | -5.0% | -10.5% |
| 30D | +6.2% | +0.3% | +5.8% | +6.2% |
| 3M | -28.0% | -20.0% | -8.1% | -35.5% |
| 6M | -99.2% | -14.5% | -84.7% | -99.3% |
| YTD | -99.5% | -14.9% | -84.6% | -99.6% |
| 1Y | -99.7% | -17.7% | -82.1% | -99.8% |
| 3Y | -100.0% | -12.4% | -87.6% | -100.0% |
| 5Y | -100.0% | -50.1% | -49.9% | -100.0% |
| All | -100.0% | -50.8% | -49.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling