+169.4%
CCJ vs SYY
+26.6%
+142.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.6% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +3.2% | -2.7% | +5.9% | +3.4% |
| 3M | -1.8% | +5.9% | -7.7% | -2.3% |
| 6M | -13.5% | -2.3% | -11.2% | -13.9% |
| YTD | +9.7% | +13.1% | -3.3% | +9.7% |
| 1Y | +30.0% | +3.8% | +26.2% | +29.6% |
| All | +169.4% | +26.6% | +142.8% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling