-100.0%
SOXS vs CCL
-14.7%
-85.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -6.1% |
| 7D | -15.6% | -0.1% | -15.5% | -15.7% |
| 30D | +4.8% | -20.0% | +24.7% | -13.8% |
| 3M | -21.6% | -13.7% | -8.0% | -27.8% |
| 6M | -99.3% | -9.0% | -90.3% | -99.0% |
| YTD | -99.5% | -22.8% | -76.7% | -99.4% |
| 1Y | -99.8% | -25.3% | -74.5% | -99.7% |
| 3Y | -100.0% | +54.1% | -154.1% | -99.9% |
| 5Y | -100.0% | +3.5% | -103.5% | -100.0% |
| 10Y | -100.0% | -41.0% | -59.0% | -100.0% |
| All | -100.0% | -14.7% | -85.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling