+169.4%
CCJ vs SMTC
+565.9%
-396.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | +4.2% | +22.5% | -18.3% | -0.8% |
| 30D | +3.2% | +24.9% | -21.7% | -2.8% |
| 3M | -1.8% | +4.1% | -5.9% | -4.9% |
| 6M | -13.5% | +92.6% | -106.1% | -28.0% |
| YTD | +9.7% | +122.5% | -112.7% | -11.3% |
| 1Y | +30.0% | +166.2% | -136.2% | +1.0% |
| All | +169.4% | +565.9% | -396.5% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling