+1,578.1%
CCJ vs SIRI
-31.9%
+1,610.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | +4.2% | -3.9% | +8.1% | +4.5% |
| 30D | +3.2% | -0.8% | +4.0% | +3.2% |
| 3M | -1.8% | +4.3% | -6.1% | -2.2% |
| 6M | -13.5% | +34.1% | -47.6% | -15.3% |
| YTD | +9.7% | +47.3% | -37.6% | +6.6% |
| 1Y | +30.0% | +22.9% | +7.1% | +27.8% |
| 3Y | +172.6% | -24.6% | +197.2% | +173.4% |
| 5Y | +342.9% | -43.2% | +386.1% | +349.0% |
| 10Y | +1,099.7% | -12.3% | +1,112.0% | +1,083.0% |
| All | +1,578.1% | -31.9% | +1,610.0% | +1,356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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