+303.7%
CCJ vs SEI
+950.2%
-646.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -1.6% |
| 7D | -3.2% | +20.7% | -23.8% | -8.2% |
| 30D | -1.3% | +9.1% | -10.4% | -4.3% |
| 3M | +2.5% | -6.0% | +8.5% | +2.0% |
| 6M | -18.9% | +18.9% | -37.8% | -24.8% |
| YTD | +6.5% | +40.1% | -33.7% | -6.3% |
| 1Y | +22.8% | +120.6% | -97.8% | -4.7% |
| 3Y | +164.5% | +562.1% | -397.7% | +32.5% |
| 5Y | +303.7% | +954.5% | -650.7% | +47.9% |
| All | +303.7% | +950.2% | -646.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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