-100.0%
SOXS vs CCI
+219.3%
-319.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.7% |
| 7D | -15.6% | +0.2% | -15.8% | -15.6% |
| 30D | +4.8% | +0.5% | +4.3% | +5.0% |
| 3M | -21.6% | -16.3% | -5.4% | -40.8% |
| 6M | -99.3% | -13.9% | -85.4% | -99.6% |
| YTD | -99.5% | -12.4% | -87.1% | -99.7% |
| 1Y | -99.8% | -15.2% | -84.6% | -99.9% |
| 3Y | -100.0% | -9.9% | -90.1% | -100.0% |
| 5Y | -100.0% | -50.8% | -49.2% | -100.0% |
| 10Y | -100.0% | +18.3% | -118.3% | -100.0% |
| All | -100.0% | +219.3% | -319.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling