-67.0%
SE vs CCJ
+346.5%
-413.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | +0.6% | +5.9% | -5.3% | -1.6% |
| 30D | -0.1% | +4.7% | -4.8% | -2.0% |
| 3M | +34.1% | -3.3% | +37.4% | +34.9% |
| 6M | +23.2% | -7.0% | +30.2% | +24.1% |
| YTD | -11.2% | +11.5% | -22.6% | -17.8% |
| 1Y | -40.5% | +32.3% | -72.8% | -50.3% |
| 3Y | +196.3% | +176.8% | +19.5% | +61.9% |
| 5Y | -67.0% | +351.8% | -418.8% | -87.3% |
| All | -67.0% | +346.5% | -413.6% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling