-100.0%
SOXS vs CCL
-2.4%
-97.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +7.0% |
| 7D | -9.4% | -4.3% | -5.1% | -13.6% |
| 30D | +6.2% | -19.0% | +25.1% | -14.8% |
| 3M | -28.0% | -13.1% | -14.9% | -34.8% |
| 6M | -99.2% | -13.3% | -85.9% | -98.8% |
| YTD | -99.5% | -25.2% | -74.3% | -99.3% |
| 1Y | -99.7% | -27.2% | -72.6% | -99.7% |
| 3Y | -100.0% | +49.2% | -149.2% | -99.9% |
| 5Y | -100.0% | +0.4% | -100.4% | -100.0% |
| All | -100.0% | -2.4% | -97.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling