-100.0%
SOXS vs CCJ
+343.5%
-443.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -3.8% |
| 7D | -15.6% | +5.9% | -21.5% | -11.0% |
| 30D | +4.8% | +4.7% | +0.1% | +10.4% |
| 3M | -21.6% | -3.3% | -18.3% | -15.9% |
| 6M | -99.3% | -7.0% | -92.3% | -98.9% |
| YTD | -99.5% | +11.5% | -111.0% | -99.0% |
| 1Y | -99.8% | +32.3% | -132.1% | -99.4% |
| 3Y | -100.0% | +176.8% | -276.8% | -99.9% |
| 5Y | -100.0% | +351.8% | -451.8% | -100.0% |
| 10Y | -100.0% | +1,080.5% | -1,180.5% | -100.0% |
| All | -100.0% | +343.5% | -443.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling