-22.5%
CCJ vs SUI
-2.0%
-20.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.6% |
| 7D | +0.4% | +3.4% | -3.0% | +1.4% |
| 30D | -17.2% | +4.6% | -21.9% | -16.2% |
| 3M | -25.1% | +1.6% | -26.7% | -24.5% |
| 6M | -37.6% | -3.5% | -34.1% | -37.5% |
| YTD | -20.4% | -1.0% | -19.3% | -19.4% |
| 1Y | -22.5% | -1.7% | -20.8% | -21.9% |
| All | -22.5% | -2.0% | -20.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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