+300.2%
CCJ vs SU
+348.9%
-48.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -4.0% | +2.2% | -6.3% | -5.0% |
| 30D | -2.4% | +8.4% | -10.8% | -6.0% |
| 3M | -2.3% | +12.1% | -14.4% | -8.2% |
| 6M | -16.2% | +19.7% | -35.9% | -24.9% |
| YTD | +5.7% | +58.4% | -52.7% | -17.6% |
| 1Y | +21.3% | +67.2% | -46.0% | -8.3% |
| 3Y | +159.4% | +125.0% | +34.4% | +64.5% |
| All | +300.2% | +348.9% | -48.8% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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