-38.7%
CCJ vs SYY
+7.6%
-46.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -13.2% | -4.8% | -8.4% | -13.7% |
| 3M | -27.6% | -7.1% | -20.6% | -28.6% |
| 6M | -38.7% | +6.8% | -45.5% | -32.9% |
| All | -38.7% | +7.6% | -46.3% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling