-25.9%
CCJ vs SMTC
+70.8%
-96.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.9% | +11.7% | +2.6% |
| 7D | -14.5% | -24.5% | +10.0% | -7.4% |
| 30D | -18.1% | -42.5% | +24.4% | -4.4% |
| 3M | -23.0% | -14.1% | -8.9% | -22.7% |
| 6M | -39.4% | +3.6% | -43.0% | -45.8% |
| YTD | -21.7% | +50.6% | -72.2% | -41.6% |
| 1Y | -25.9% | +72.2% | -98.2% | -48.9% |
| All | -25.9% | +70.8% | -96.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling