+30.0%
CCJ vs SIMO
+234.0%
-204.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | +4.2% | +14.5% | -10.3% | +2.3% |
| 30D | +3.2% | +20.4% | -17.2% | +0.5% |
| 3M | -1.8% | +7.1% | -8.9% | -3.7% |
| 6M | -13.5% | +129.2% | -142.8% | -22.0% |
| YTD | +9.7% | +201.9% | -192.2% | -6.5% |
| 1Y | +30.0% | +235.5% | -205.5% | +8.4% |
| All | +30.0% | +234.0% | -204.0% | +8.4% |
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