+266.4%
CCJ vs SCHG
+1,127.0%
-860.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.9% |
| 7D | +4.2% | -0.9% | +5.1% | +5.1% |
| 30D | +3.2% | -2.3% | +5.5% | +5.6% |
| 3M | -1.8% | +4.5% | -6.3% | -5.7% |
| 6M | -13.5% | +13.6% | -27.1% | -22.8% |
| YTD | +9.7% | +7.6% | +2.2% | +3.4% |
| 1Y | +30.0% | +13.0% | +17.0% | +17.5% |
| 3Y | +172.6% | +87.0% | +85.6% | +55.1% |
| 5Y | +342.9% | +82.9% | +260.1% | +155.5% |
| 10Y | +1,099.7% | +453.6% | +646.1% | +99.6% |
| All | +266.4% | +1,127.0% | -860.5% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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