-18.3%
SAP vs CCJ
+28.7%
-47.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -0.3% | +4.2% | -4.4% | -0.2% |
| 30D | +0.3% | +3.2% | -2.9% | +0.3% |
| 3M | +16.9% | -1.8% | +18.7% | +17.2% |
| 6M | +6.3% | -13.5% | +19.9% | +6.4% |
| YTD | -12.4% | +9.7% | -22.2% | -12.2% |
| All | -18.3% | +28.7% | -47.0% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling