+1,583.6%
CCJ vs SM
+1,239.6%
+344.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +6.9% | +26.3% | -19.4% | +1.3% |
| 3M | -11.6% | +8.7% | -20.3% | -14.4% |
| 6M | -16.2% | +51.7% | -67.9% | -25.9% |
| YTD | +10.1% | +99.0% | -88.9% | -8.7% |
| 1Y | +32.3% | +34.6% | -2.3% | +18.4% |
| 3Y | +171.3% | -7.8% | +179.1% | +155.0% |
| 5Y | +372.4% | +104.8% | +267.6% | +262.8% |
| 10Y | +1,070.0% | +7.2% | +1,062.8% | +568.3% |
| All | +1,583.6% | +1,239.6% | +344.1% | +522.1% |
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 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