+1,082.1%
CCJ vs SYY
+1,871.1%
-789.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -13.2% | -4.8% | -8.4% | -12.2% |
| 3M | -27.6% | -7.1% | -20.6% | -26.4% |
| 6M | -38.7% | +6.8% | -45.5% | -40.2% |
| YTD | -22.7% | +7.7% | -30.4% | -25.0% |
| 1Y | -17.6% | +5.7% | -23.3% | -19.7% |
| 3Y | +62.7% | +24.6% | +38.1% | +48.5% |
| 5Y | +159.7% | +15.6% | +144.1% | +142.9% |
| 10Y | +769.3% | +87.9% | +681.4% | +555.7% |
| All | +1,082.1% | +1,871.1% | -789.0% | +492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling