-25.9%
CCJ vs SYY
+8.7%
-34.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.8% |
| 7D | -14.5% | -6.3% | -8.2% | -13.7% |
| 30D | -18.1% | +0.7% | -18.8% | -18.4% |
| 3M | -23.0% | -6.4% | -16.6% | -22.2% |
| 6M | -39.4% | +7.6% | -47.0% | -41.1% |
| YTD | -21.7% | +7.4% | -29.1% | -21.9% |
| 1Y | -25.9% | +8.3% | -34.2% | -26.4% |
| All | -25.9% | +8.7% | -34.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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