+431.7%
CCJ vs S
-56.8%
+488.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.7% | -7.7% | +8.4% | +2.3% |
| 30D | +6.9% | -5.3% | +12.2% | +7.6% |
| 3M | -11.6% | +20.3% | -31.9% | -15.7% |
| 6M | -16.2% | +47.4% | -63.6% | -24.5% |
| YTD | +10.1% | +32.5% | -22.4% | +1.0% |
| 1Y | +32.3% | +9.5% | +22.7% | +26.2% |
| 3Y | +171.3% | +15.5% | +155.8% | +143.9% |
| 5Y | +372.4% | -71.2% | +443.6% | +421.6% |
| All | +431.7% | -56.8% | +488.5% | +476.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling