+303.7%
CCJ vs SITM
+176.0%
+127.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.4% |
| 7D | -3.2% | +4.8% | -8.0% | -4.3% |
| 30D | -1.3% | -9.7% | +8.4% | +0.6% |
| 3M | +2.5% | -9.3% | +11.8% | +2.5% |
| 6M | -18.9% | +69.5% | -88.4% | -31.1% |
| YTD | +6.5% | +70.5% | -64.0% | -10.7% |
| 1Y | +22.8% | +145.3% | -122.4% | -7.3% |
| 3Y | +164.5% | +432.8% | -268.3% | +52.3% |
| 5Y | +303.7% | +174.0% | +129.7% | +141.3% |
| All | +303.7% | +176.0% | +127.7% | +141.3% |
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