-25.9%
CCJ vs SM
+70.4%
-96.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.3% | +14.1% | -3.8% |
| 7D | -14.5% | -21.5% | +7.0% | -17.8% |
| 30D | -18.1% | -11.4% | -6.7% | -19.2% |
| 3M | -23.0% | +0.6% | -23.6% | -22.0% |
| 6M | -39.4% | +0.2% | -39.6% | -37.8% |
| YTD | -21.7% | +69.7% | -91.3% | -21.3% |
| 1Y | -25.9% | +71.6% | -97.5% | -25.8% |
| All | -25.9% | +70.4% | -96.3% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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