+303.7%
CCJ vs SCCO
+313.8%
-10.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.2% | +4.2% | +0.9% |
| 7D | -3.2% | -2.7% | -0.5% | -1.9% |
| 30D | -1.3% | -0.2% | -1.2% | -1.5% |
| 3M | +2.5% | +17.8% | -15.2% | -6.9% |
| 6M | -18.9% | +2.3% | -21.1% | -20.9% |
| YTD | +6.5% | +41.6% | -35.1% | -11.9% |
| 1Y | +22.8% | +101.9% | -79.1% | -14.8% |
| 3Y | +164.5% | +186.2% | -21.7% | +48.6% |
| 5Y | +303.7% | +309.7% | -6.0% | +81.0% |
| All | +303.7% | +313.8% | -10.0% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling