+2,850.3%
CCJ vs SNY
+241.9%
+2,608.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.0% | -3.3% | -0.7% | -2.6% |
| 30D | -2.4% | -2.2% | -0.2% | -1.4% |
| 3M | -2.3% | -3.0% | +0.7% | -1.4% |
| 6M | -16.2% | +2.7% | -19.0% | -17.8% |
| YTD | +5.7% | -6.8% | +12.5% | +7.8% |
| 1Y | +21.3% | -5.3% | +26.5% | +22.0% |
| 3Y | +159.4% | -9.8% | +169.2% | +154.2% |
| 5Y | +300.7% | +9.7% | +291.0% | +250.6% |
| 10Y | +1,055.2% | +64.5% | +990.7% | +682.0% |
| All | +2,850.3% | +241.9% | +2,608.4% | +1,271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling