+1,604.2%
CCJ vs SU
+6,884.5%
-5,280.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +5.9% | -1.0% | +6.9% | +6.4% |
| 30D | +4.7% | +13.7% | -9.0% | -2.2% |
| 3M | -3.3% | +8.0% | -11.3% | -8.2% |
| 6M | -7.0% | +21.0% | -28.0% | -17.8% |
| YTD | +11.5% | +56.2% | -44.8% | -13.3% |
| 1Y | +32.3% | +72.2% | -39.9% | -2.5% |
| 3Y | +176.8% | +118.1% | +58.7% | +76.5% |
| 5Y | +351.8% | +350.3% | +1.5% | +92.3% |
| 10Y | +1,080.5% | +248.5% | +832.0% | +393.9% |
| All | +1,604.2% | +6,884.5% | -5,280.3% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling