+463.6%
CCJ vs SIMO
+3,332.4%
-2,868.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.6% |
| 7D | +0.7% | +4.2% | -3.5% | -0.2% |
| 30D | +6.9% | +4.1% | +2.8% | +5.2% |
| 3M | -11.6% | -12.9% | +1.2% | -10.9% |
| 6M | -16.2% | +110.3% | -126.6% | -31.6% |
| YTD | +10.1% | +178.6% | -168.5% | -15.9% |
| 1Y | +32.3% | +220.0% | -187.7% | -2.4% |
| 3Y | +171.3% | +409.0% | -237.7% | +79.4% |
| 5Y | +372.4% | +277.3% | +95.1% | +219.4% |
| 10Y | +1,070.0% | +506.6% | +563.4% | +573.5% |
| All | +463.6% | +3,332.4% | -2,868.8% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling