+928.1%
CCJ vs SITM
+4,789.7%
-3,861.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.9% |
| 7D | -4.0% | +3.9% | -7.9% | -4.8% |
| 30D | -2.4% | -6.6% | +4.2% | -1.4% |
| 3M | -2.3% | -11.9% | +9.6% | -1.7% |
| 6M | -16.2% | +81.1% | -97.4% | -28.2% |
| YTD | +5.7% | +80.0% | -74.3% | -10.2% |
| 1Y | +21.3% | +145.8% | -124.6% | -4.7% |
| 3Y | +159.4% | +475.9% | -316.5% | +60.8% |
| 5Y | +300.7% | +189.2% | +111.4% | +158.7% |
| All | +928.1% | +4,789.7% | -3,861.6% | +338.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling