+115.6%
CCJ vs SN
+681.9%
-566.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +5.1% |
| 7D | +2.7% | +7.6% | -4.9% | +1.2% |
| 30D | -14.4% | +24.1% | -38.5% | -18.3% |
| 3M | -22.6% | +23.7% | -46.3% | -26.2% |
| 6M | -35.4% | +105.5% | -141.0% | -45.1% |
| YTD | -17.6% | +105.1% | -122.7% | -30.1% |
| 1Y | -18.1% | +148.3% | -166.4% | -33.1% |
| 3Y | +79.6% | +438.7% | -359.1% | +36.6% |
| All | +115.6% | +681.9% | -566.3% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling