+1,583.6%
CCJ vs LSCC
+1,570.6%
+13.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | +6.9% | -9.7% | +16.5% | +8.9% |
| 3M | -11.6% | -23.7% | +12.1% | -7.5% |
| 6M | -16.2% | +26.5% | -42.7% | -20.3% |
| YTD | +10.1% | +57.5% | -47.4% | +0.3% |
| 1Y | +32.3% | +75.7% | -43.4% | +17.7% |
| 3Y | +171.3% | +19.5% | +151.8% | +147.8% |
| 5Y | +372.4% | +83.8% | +288.6% | +291.0% |
| 10Y | +1,070.0% | +1,772.4% | -702.3% | +535.9% |
| All | +1,583.6% | +1,570.6% | +13.0% | +613.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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