+1,578.1%
CCJ vs SCCO
+32,040.5%
-30,462.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | +4.2% | +2.4% | +1.7% | +2.9% |
| 30D | +3.2% | +6.4% | -3.2% | +0.1% |
| 3M | -1.8% | +21.6% | -23.4% | -10.7% |
| 6M | -13.5% | +13.4% | -27.0% | -18.9% |
| YTD | +9.7% | +52.6% | -42.9% | -10.3% |
| 1Y | +30.0% | +122.4% | -92.4% | -10.6% |
| 3Y | +172.6% | +208.5% | -35.9% | +56.2% |
| 5Y | +342.9% | +353.9% | -11.0% | +108.8% |
| 10Y | +1,099.7% | +1,187.3% | -87.5% | +234.4% |
| All | +1,578.1% | +32,040.5% | -30,462.4% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling