+2,550.6%
SOXX vs CCJ
+3,382.0%
-831.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | +1.4% | -4.0% | +5.4% | +2.7% |
| 30D | -3.6% | -2.4% | -1.2% | -3.1% |
| 3M | -10.2% | -2.3% | -7.8% | -9.6% |
| 6M | +54.2% | -16.2% | +70.5% | +62.1% |
| YTD | +75.2% | +5.7% | +69.5% | +71.2% |
| 1Y | +107.5% | +21.3% | +86.3% | +91.6% |
| 3Y | +226.8% | +159.4% | +67.4% | +132.7% |
| 5Y | +251.2% | +300.7% | -49.4% | +109.7% |
| 10Y | +1,567.6% | +1,055.2% | +512.5% | +539.0% |
| All | +2,550.6% | +3,382.0% | -831.4% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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