+226.8%
SOXX vs CCI
-10.3%
+237.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +2.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.3% |
| 30D | -3.6% | +2.2% | -5.8% | -3.2% |
| 3M | -10.2% | -16.9% | +6.7% | -11.8% |
| 6M | +54.2% | -11.5% | +65.8% | +52.2% |
| YTD | +75.2% | -12.8% | +88.1% | +72.7% |
| 1Y | +107.5% | -17.1% | +124.6% | +103.8% |
| 3Y | +226.8% | -9.6% | +236.4% | +207.2% |
| All | +226.8% | -10.3% | +237.1% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling