+1,091.6%
CCJ vs SUI
+2,611.1%
-1,519.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.8% |
| 7D | -7.3% | +6.2% | -13.5% | -9.4% |
| 30D | -20.0% | +8.6% | -28.5% | -22.6% |
| 3M | -23.8% | +1.0% | -24.8% | -24.6% |
| 6M | -42.4% | -2.6% | -39.8% | -42.5% |
| YTD | -22.1% | -0.1% | -21.9% | -23.1% |
| 1Y | -20.8% | +0.5% | -21.3% | -22.1% |
| 3Y | +75.7% | +15.3% | +60.5% | +58.9% |
| 5Y | +167.4% | -26.1% | +193.6% | +183.0% |
| 10Y | +826.3% | +117.8% | +708.5% | +529.5% |
| All | +1,091.6% | +2,611.1% | -1,519.5% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling