+1,583.6%
CCJ vs SMTC
+8,829.2%
-7,245.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -1.6% |
| 7D | +0.7% | +12.7% | -12.0% | -1.6% |
| 30D | +6.9% | +22.0% | -15.1% | +2.3% |
| 3M | -11.6% | -12.7% | +1.0% | -10.8% |
| 6M | -16.2% | +64.8% | -81.0% | -25.3% |
| YTD | +10.1% | +100.7% | -90.6% | -5.4% |
| 1Y | +32.3% | +146.9% | -114.6% | +9.1% |
| 3Y | +171.3% | +456.8% | -285.5% | +79.8% |
| 5Y | +372.4% | +89.2% | +283.2% | +267.8% |
| 10Y | +1,070.0% | +426.9% | +643.2% | +647.4% |
| All | +1,583.6% | +8,829.2% | -7,245.6% | +700.7% |
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