+75.7%
CCJ vs SN
+397.9%
-322.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.7% | +3.7% |
| 7D | -7.3% | +7.2% | -14.5% | -8.9% |
| 30D | -20.0% | +20.4% | -40.3% | -23.8% |
| 3M | -23.8% | +23.9% | -47.8% | -28.2% |
| 6M | -42.4% | +93.0% | -135.4% | -52.0% |
| YTD | -22.1% | +99.2% | -121.3% | -36.0% |
| 1Y | -20.8% | +142.6% | -163.4% | -38.1% |
| 3Y | +75.7% | +398.8% | -323.1% | +19.6% |
| All | +75.7% | +397.9% | -322.2% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling