+1,082.1%
CCJ vs SMTC
+6,818.6%
-5,736.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.7% |
| 7D | -0.8% | +11.0% | -11.8% | -2.8% |
| 30D | -13.2% | -28.5% | +15.3% | -8.4% |
| 3M | -27.6% | -14.2% | -13.4% | -27.0% |
| 6M | -38.7% | -18.0% | -20.7% | -38.4% |
| YTD | -22.7% | +55.5% | -78.2% | -31.4% |
| 1Y | -17.6% | +69.5% | -87.1% | -28.0% |
| 3Y | +62.7% | +699.7% | -637.0% | +1.3% |
| 5Y | +159.7% | +27.4% | +132.3% | +114.0% |
| 10Y | +769.3% | +335.7% | +433.6% | +468.6% |
| All | +1,082.1% | +6,818.6% | -5,736.6% | +480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling