+163.9%
CCJ vs SITM
+73.6%
+90.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.1% | -0.2% |
| 7D | -0.8% | +6.6% | -7.4% | -2.3% |
| 30D | -13.2% | -15.3% | +2.1% | -10.4% |
| 3M | -27.6% | -35.4% | +7.7% | -21.3% |
| 6M | -38.7% | -46.8% | +8.1% | -31.7% |
| YTD | -22.7% | +25.9% | -48.6% | -31.4% |
| 1Y | -17.6% | +54.0% | -71.6% | -30.4% |
| 3Y | +62.7% | +315.6% | -252.9% | -2.0% |
| All | +163.9% | +73.6% | +90.3% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling