+235.4%
SAP vs CCJ
+778.2%
-542.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.5% |
| 7D | -3.9% | +5.0% | -8.9% | -4.6% |
| 30D | +6.5% | -16.7% | +23.2% | +9.0% |
| 3M | +14.7% | -27.5% | +42.2% | +19.4% |
| 6M | +39.9% | -38.6% | +78.5% | +48.6% |
| YTD | -2.0% | -21.5% | +19.6% | -0.9% |
| 1Y | -6.0% | -22.3% | +16.3% | -5.0% |
| 3Y | +67.7% | +69.9% | -2.2% | +43.1% |
| 5Y | +78.8% | +163.6% | -84.8% | +37.5% |
| All | +235.4% | +778.2% | -542.8% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling