+65.1%
CCJ vs SM
-3.8%
+68.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.2% | -8.6% | -3.7% |
| 7D | +5.0% | +10.6% | -5.5% | +4.4% |
| 30D | -16.7% | -15.0% | -1.7% | -15.9% |
| 3M | -27.5% | +1.7% | -29.2% | -28.0% |
| 6M | -38.6% | +5.9% | -44.5% | -39.6% |
| YTD | -21.5% | +79.0% | -100.5% | -31.0% |
| 1Y | -22.3% | +84.7% | -107.0% | -32.2% |
| All | +65.1% | -3.8% | +68.9% | +70.3% |
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