+766.3%
CCJ vs SIMO
+423.7%
+342.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.2% | -2.9% |
| 7D | +5.0% | +14.9% | -9.8% | +2.0% |
| 30D | -16.7% | -27.0% | +10.3% | -11.6% |
| 3M | -27.5% | -25.4% | -2.1% | -24.2% |
| 6M | -38.6% | -30.3% | -8.4% | -36.0% |
| YTD | -21.5% | +95.8% | -117.3% | -37.1% |
| 1Y | -22.3% | +100.0% | -122.3% | -38.0% |
| 3Y | +69.9% | +238.3% | -168.4% | +17.6% |
| 5Y | +163.6% | +187.6% | -24.0% | +81.8% |
| All | +766.3% | +423.7% | +342.6% | +413.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling