+2,632.5%
SAP vs CCJ
+1,091.6%
+1,540.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.5% | -5.0% |
| 7D | -0.7% | -7.3% | +6.6% | +0.7% |
| 30D | +11.1% | -20.0% | +31.0% | +15.8% |
| 3M | +17.0% | -23.8% | +40.9% | +22.9% |
| 6M | +34.8% | -42.4% | +77.2% | +48.8% |
| YTD | -2.2% | -22.1% | +19.8% | -0.4% |
| 1Y | -6.4% | -20.8% | +14.4% | -5.3% |
| 3Y | +75.1% | +75.7% | -0.6% | +41.9% |
| 5Y | +69.8% | +167.4% | -97.6% | +20.0% |
| 10Y | +219.8% | +826.3% | -606.5% | +51.3% |
| All | +2,632.5% | +1,091.6% | +1,540.9% | +852.1% |
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