+188.2%
CCJ vs SN
+490.7%
-302.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | +0.7% | -9.3% | +10.1% | +2.8% |
| 30D | +6.9% | -4.8% | +11.7% | +7.9% |
| 3M | -11.6% | +40.4% | -52.1% | -18.3% |
| 6M | -16.2% | +50.9% | -67.2% | -24.0% |
| YTD | +10.1% | +54.9% | -44.8% | -0.7% |
| 1Y | +32.3% | +43.0% | -10.8% | +20.5% |
| 3Y | +171.3% | +391.8% | -220.5% | +117.5% |
| All | +188.2% | +490.7% | -302.5% | +131.9% |
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