+351.8%
CCJ vs S
-72.3%
+424.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | +5.9% | -5.8% | +11.7% | +7.2% |
| 30D | +4.7% | -9.2% | +13.9% | +6.4% |
| 3M | -3.3% | +23.4% | -26.7% | -8.4% |
| 6M | -7.0% | +36.9% | -44.0% | -15.1% |
| YTD | +11.5% | +29.5% | -18.1% | +2.4% |
| 1Y | +32.3% | +5.4% | +26.8% | +27.1% |
| 3Y | +176.8% | +14.7% | +162.1% | +147.7% |
| 5Y | +351.8% | -71.5% | +423.3% | +400.6% |
| All | +351.8% | -72.3% | +424.1% | +400.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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