+772.6%
CCJ vs SM
+4.2%
+768.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.8% | -3.5% |
| 7D | +0.4% | -19.5% | +19.9% | +3.7% |
| 30D | -17.2% | -20.2% | +3.0% | -14.6% |
| 3M | -25.1% | -6.5% | -18.6% | -25.0% |
| 6M | -37.6% | +1.6% | -39.1% | -39.0% |
| YTD | -20.4% | +61.2% | -81.6% | -29.1% |
| 1Y | -22.5% | +65.4% | -87.9% | -31.5% |
| 3Y | +72.5% | -13.0% | +85.5% | +65.5% |
| 5Y | +179.9% | -4.3% | +184.1% | +160.3% |
| 10Y | +772.6% | +3.0% | +769.6% | +546.1% |
| All | +772.6% | +4.2% | +768.4% | +546.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling