+1,583.6%
CCJ vs SYY
+1,932.0%
-348.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.4% |
| 30D | +6.9% | -4.9% | +11.8% | +8.3% |
| 3M | -11.6% | +8.4% | -20.0% | -13.8% |
| 6M | -16.2% | -7.4% | -8.9% | -15.0% |
| YTD | +10.1% | +11.0% | -0.9% | +6.2% |
| 1Y | +32.3% | -0.2% | +32.5% | +30.8% |
| 3Y | +171.3% | +23.8% | +147.5% | +148.9% |
| 5Y | +372.4% | +18.1% | +354.3% | +339.4% |
| 10Y | +1,070.0% | +94.6% | +975.4% | +774.7% |
| All | +1,583.6% | +1,932.0% | -348.4% | +739.8% |
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