+1,056.5%
CCJ vs SCCO
+1,104.1%
-47.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.6% |
| 7D | -4.0% | -2.7% | -1.4% | -2.9% |
| 30D | -2.4% | -0.7% | -1.7% | -2.3% |
| 3M | -2.3% | +8.1% | -10.4% | -6.8% |
| 6M | -16.2% | +4.1% | -20.3% | -18.8% |
| YTD | +5.7% | +41.1% | -35.5% | -11.8% |
| 1Y | +21.3% | +95.6% | -74.3% | -13.7% |
| 3Y | +159.4% | +179.3% | -19.9% | +49.6% |
| 5Y | +300.7% | +308.3% | -7.7% | +86.3% |
| All | +1,056.5% | +1,104.1% | -47.6% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling