-22.3%
CCJ vs SIMO
+92.3%
-114.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.2% | -3.0% |
| 7D | +5.0% | +14.9% | -9.8% | +2.6% |
| 30D | -16.7% | -27.0% | +10.3% | -12.9% |
| 3M | -27.5% | -25.4% | -2.1% | -24.7% |
| 6M | -38.6% | -30.3% | -8.4% | -36.0% |
| YTD | -21.5% | +95.8% | -117.3% | -35.5% |
| 1Y | -22.3% | +100.0% | -122.3% | -37.5% |
| All | -22.3% | +92.3% | -114.6% | -37.5% |
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