+983.2%
CCJ vs SEI
+507.3%
+475.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.8% |
| 7D | +0.7% | +10.2% | -9.5% | -1.9% |
| 30D | +6.9% | -1.0% | +7.9% | +6.7% |
| 3M | -11.6% | -27.9% | +16.3% | -5.1% |
| 6M | -16.2% | +10.4% | -26.6% | -20.6% |
| YTD | +10.1% | +20.1% | -10.0% | +1.1% |
| 1Y | +32.3% | +109.7% | -77.5% | +3.3% |
| 3Y | +171.3% | +458.6% | -287.3% | +42.1% |
| 5Y | +372.4% | +775.3% | -402.9% | +106.3% |
| All | +983.2% | +507.3% | +475.9% | +368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling