+176.8%
CCJ vs SM
-2.8%
+179.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.9% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | +4.7% | +31.5% | -26.8% | +2.0% |
| 3M | -3.3% | +17.3% | -20.6% | -5.0% |
| 6M | -7.0% | +48.5% | -55.5% | -13.3% |
| YTD | +11.5% | +106.3% | -94.8% | -3.2% |
| 1Y | +32.3% | +47.3% | -15.0% | +22.5% |
| 3Y | +176.8% | -1.4% | +178.3% | +181.7% |
| All | +176.8% | -2.8% | +179.6% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling