-91.6%
SOXS vs CCL
+17.9%
-109.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.3% | +1.5% | +15.2% |
| 7D | +46.7% | +11.6% | +35.0% | +60.3% |
| 30D | +97.0% | +22.5% | +74.4% | +139.0% |
| 3M | +39.5% | +6.4% | +33.1% | +48.3% |
| 6M | -54.9% | +23.4% | -78.3% | -40.2% |
| YTD | -90.4% | +4.2% | -94.6% | -87.3% |
| 1Y | -91.6% | +21.9% | -113.5% | -87.9% |
| All | -91.6% | +17.9% | -109.5% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling