+984.3%
CCJ vs SITM
+4,507.3%
-3,523.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.6% |
| 7D | +5.9% | +8.4% | -2.4% | +4.2% |
| 30D | +4.7% | -17.4% | +22.1% | +8.4% |
| 3M | -3.3% | -9.8% | +6.5% | -3.1% |
| 6M | -7.0% | +83.0% | -90.0% | -20.5% |
| YTD | +11.5% | +69.6% | -58.1% | -4.1% |
| 1Y | +32.3% | +144.9% | -112.6% | +4.0% |
| 3Y | +176.8% | +429.9% | -253.0% | +74.5% |
| 5Y | +351.8% | +169.2% | +182.6% | +195.9% |
| All | +984.3% | +4,507.3% | -3,523.0% | +368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SITM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling