+22.2%
CCJ vs SITM
+142.3%
-120.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.3% |
| 7D | -3.2% | +4.8% | -8.0% | -4.0% |
| 30D | -1.3% | -9.7% | +8.4% | +0.1% |
| 3M | +2.5% | -9.3% | +11.8% | +2.5% |
| 6M | -18.9% | +69.5% | -88.4% | -27.7% |
| YTD | +6.5% | +70.5% | -64.0% | -4.8% |
| All | +22.2% | +142.3% | -120.1% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling