-100.0%
SOXS vs CCL
-41.3%
-58.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -4.6% |
| 7D | -4.7% | -3.2% | -1.5% | -7.2% |
| 30D | +7.7% | -17.8% | +25.5% | -7.7% |
| 3M | -10.2% | -18.7% | +8.5% | -22.3% |
| 6M | -99.2% | -11.4% | -87.8% | -98.9% |
| YTD | -99.5% | -24.3% | -75.2% | -99.4% |
| 1Y | -99.8% | -28.8% | -70.9% | -99.7% |
| 3Y | -100.0% | +49.3% | -149.3% | -99.9% |
| 5Y | -100.0% | +1.6% | -101.6% | -100.0% |
| All | -100.0% | -41.3% | -58.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling