+59.8%
SAP vs CCJ
+177.8%
-118.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +9.0% | +6.9% | +2.1% | +8.3% |
| 3M | +14.9% | -11.6% | +26.6% | +16.2% |
| 6M | +11.9% | -16.2% | +28.1% | +13.3% |
| YTD | -9.9% | +10.1% | -20.0% | -12.4% |
| 1Y | -19.5% | +32.3% | -51.8% | -24.7% |
| All | +59.8% | +177.8% | -118.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling