+1,065.3%
CCJ vs SM
+23.2%
+1,042.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -3.2% | +2.1% | -5.3% | -3.5% |
| 30D | -1.3% | +18.1% | -19.5% | -4.0% |
| 3M | +2.5% | +17.0% | -14.5% | -1.0% |
| 6M | -18.9% | +55.4% | -74.3% | -26.2% |
| YTD | +6.5% | +108.6% | -102.1% | -8.2% |
| 1Y | +22.8% | +45.7% | -22.8% | +11.7% |
| 3Y | +164.5% | -0.3% | +164.8% | +150.1% |
| 5Y | +303.7% | +113.0% | +190.7% | +236.3% |
| All | +1,065.3% | +23.2% | +1,042.1% | +719.6% |
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