-25.9%
CCJ vs SN
+156.5%
-182.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -2.3% |
| 7D | -14.5% | +10.6% | -25.1% | -17.0% |
| 30D | -18.1% | +20.0% | -38.1% | -22.3% |
| 3M | -23.0% | +30.4% | -53.4% | -29.0% |
| 6M | -39.4% | +91.0% | -130.4% | -51.5% |
| YTD | -21.7% | +95.9% | -117.6% | -39.2% |
| 1Y | -25.9% | +158.9% | -184.8% | -48.4% |
| All | -25.9% | +156.5% | -182.4% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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