+753.7%
CCJ vs SMTC
+333.2%
+420.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.4% |
| 7D | -0.8% | +11.0% | -11.8% | -3.7% |
| 30D | -13.2% | -28.5% | +15.3% | -6.5% |
| 3M | -27.6% | -14.2% | -13.4% | -27.0% |
| 6M | -38.7% | -18.0% | -20.7% | -38.7% |
| YTD | -22.7% | +55.5% | -78.2% | -35.6% |
| 1Y | -17.6% | +69.5% | -87.1% | -32.9% |
| 3Y | +62.7% | +699.7% | -637.0% | -22.6% |
| 5Y | +159.7% | +27.4% | +132.3% | +103.6% |
| All | +753.7% | +333.2% | +420.4% | +356.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling