+300.2%
CCJ vs SNY
+9.4%
+290.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.0% | -3.3% | -0.7% | -3.5% |
| 30D | -2.4% | -2.2% | -0.2% | -2.0% |
| 3M | -2.3% | -3.0% | +0.7% | -1.9% |
| 6M | -16.2% | +2.7% | -19.0% | -16.8% |
| YTD | +5.7% | -6.8% | +12.5% | +6.7% |
| 1Y | +21.3% | -5.3% | +26.5% | +21.6% |
| 3Y | +159.4% | -9.8% | +169.2% | +157.9% |
| All | +300.2% | +9.4% | +290.7% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling