-25.9%
CCJ vs SOLS
+37.2%
-63.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +1.0% |
| 7D | -14.5% | -8.8% | -5.7% | -11.8% |
| 30D | -18.1% | -0.6% | -17.4% | -17.8% |
| 3M | -23.0% | -9.0% | -14.0% | -20.7% |
| 6M | -39.4% | -28.7% | -10.7% | -33.1% |
| YTD | -21.7% | +19.2% | -40.8% | -26.3% |
| 1Y | -25.9% | +32.6% | -58.5% | -32.8% |
| All | -25.9% | +37.2% | -63.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 1y: compounded portfolio wealth divided by compounded SOLS 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…
1y analysis · Full analysis span regression · 6 months rolling