-100.0%
SOXS vs CCJ
+1,065.5%
-1,165.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -6.2% |
| 7D | -4.7% | -4.0% | -0.7% | -7.9% |
| 30D | +7.7% | -2.4% | +10.1% | +6.7% |
| 3M | -10.2% | -2.3% | -7.8% | -4.6% |
| 6M | -99.2% | -16.2% | -83.0% | -98.8% |
| YTD | -99.5% | +5.7% | -105.2% | -99.1% |
| 1Y | -99.8% | +21.3% | -121.0% | -99.4% |
| 3Y | -100.0% | +159.4% | -259.4% | -99.9% |
| 5Y | -100.0% | +300.7% | -400.6% | -100.0% |
| All | -100.0% | +1,065.5% | -1,165.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling