+163.6%
CCJ vs SUI
-27.8%
+191.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | +5.0% | -3.8% | +8.9% | +5.9% |
| 30D | -16.7% | +3.9% | -20.6% | -17.7% |
| 3M | -27.5% | +0.2% | -27.7% | -27.8% |
| 6M | -38.6% | -4.2% | -34.4% | -38.4% |
| YTD | -21.5% | -2.5% | -19.0% | -21.8% |
| 1Y | -22.3% | -4.0% | -18.3% | -22.3% |
| 3Y | +69.9% | +16.5% | +53.4% | +49.8% |
| 5Y | +163.6% | -27.2% | +190.8% | +199.9% |
| All | +163.6% | -27.8% | +191.4% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling