+176.2%
SAP vs CCJ
+1,070.5%
-894.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | -0.3% | +5.9% | -6.2% | -1.1% |
| 30D | +2.6% | +4.7% | -2.1% | +1.8% |
| 3M | +16.3% | -3.3% | +19.5% | +16.4% |
| 6M | +6.4% | -7.0% | +13.4% | +6.4% |
| YTD | -11.4% | +11.5% | -22.9% | -14.5% |
| 1Y | -20.4% | +32.3% | -52.7% | -26.0% |
| 3Y | +56.5% | +176.8% | -120.3% | +24.8% |
| 5Y | +56.8% | +351.8% | -295.0% | +12.1% |
| 10Y | +176.2% | +1,080.5% | -904.3% | +66.7% |
| All | +176.2% | +1,070.5% | -894.3% | +66.7% |
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