+157.0%
CCJ vs SIMO
+154.7%
+2.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.2% | +3.5% |
| 7D | -7.3% | -22.0% | +14.7% | -2.8% |
| 30D | -20.0% | -43.0% | +23.1% | -11.0% |
| 3M | -23.8% | -39.1% | +15.3% | -17.2% |
| 6M | -42.4% | -33.3% | -9.1% | -39.4% |
| YTD | -22.1% | +77.0% | -99.0% | -36.2% |
| 1Y | -20.8% | +73.0% | -93.8% | -34.9% |
| 3Y | +75.7% | +215.7% | -140.0% | +22.6% |
| All | +157.0% | +154.7% | +2.3% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling