+1,142.1%
CCJ vs SM
+1,045.5%
+96.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.8% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | -13.7% | -17.3% | +3.6% | -10.6% |
| 3M | -24.7% | -3.6% | -21.1% | -25.0% |
| 6M | -38.1% | +2.9% | -41.0% | -40.2% |
| YTD | -18.8% | +70.2% | -89.0% | -31.0% |
| 1Y | -19.5% | +66.5% | -86.0% | -31.5% |
| 3Y | +75.9% | -8.2% | +84.1% | +64.1% |
| 5Y | +173.1% | -1.5% | +174.6% | +144.0% |
| 10Y | +813.5% | +11.9% | +801.6% | +410.8% |
| All | +1,142.1% | +1,045.5% | +96.6% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling