+2,417.8%
SAP vs CCJ
+1,583.6%
+834.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +14.9% | -11.6% | +26.6% | +17.1% |
| 6M | +11.9% | -16.2% | +28.1% | +14.2% |
| YTD | -9.9% | +10.1% | -20.0% | -14.0% |
| 1Y | -19.5% | +32.3% | -51.8% | -27.3% |
| 3Y | +61.8% | +171.3% | -109.5% | +20.1% |
| 5Y | +56.2% | +372.4% | -316.2% | -2.4% |
| 10Y | +180.6% | +1,070.0% | -889.4% | +27.5% |
| All | +2,417.8% | +1,583.6% | +834.2% | +721.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling