+75.7%
CCJ vs SIMO
+214.6%
-138.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.2% | +3.4% |
| 7D | -7.3% | -22.0% | +14.7% | -2.4% |
| 30D | -20.0% | -43.0% | +23.1% | -10.2% |
| 3M | -23.8% | -39.1% | +15.3% | -16.7% |
| 6M | -42.4% | -33.3% | -9.1% | -39.2% |
| YTD | -22.1% | +77.0% | -99.0% | -40.2% |
| 1Y | -20.8% | +73.0% | -93.8% | -38.8% |
| 3Y | +75.7% | +215.7% | -140.0% | +2.3% |
| All | +75.7% | +214.6% | -138.9% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling