-25.9%
CCJ vs SIMO
+94.5%
-120.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | +0.3% |
| 7D | -14.5% | -16.9% | +2.4% | -12.0% |
| 30D | -18.1% | -35.4% | +17.3% | -12.7% |
| 3M | -23.0% | -31.9% | +8.9% | -19.2% |
| 6M | -39.4% | -19.3% | -20.1% | -37.5% |
| YTD | -21.7% | +98.5% | -120.1% | -34.6% |
| 1Y | -25.9% | +100.5% | -126.4% | -39.0% |
| All | -25.9% | +94.5% | -120.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling