+971.2%
CCJ vs SITM
+4,608.4%
-3,637.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -1.2% |
| 7D | +0.7% | +9.7% | -9.0% | -1.2% |
| 30D | +6.9% | +12.7% | -5.8% | +3.2% |
| 3M | -11.6% | -13.4% | +1.8% | -10.7% |
| 6M | -16.2% | +59.6% | -75.8% | -26.4% |
| YTD | +10.1% | +73.3% | -63.2% | -5.6% |
| 1Y | +32.3% | +165.5% | -133.3% | +2.3% |
| 3Y | +171.3% | +368.7% | -197.4% | +74.9% |
| 5Y | +372.4% | +172.5% | +199.9% | +208.5% |
| All | +971.2% | +4,608.4% | -3,637.2% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling