-77.8%
SE vs CCJ
+157.5%
-235.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.6% |
| 7D | +2.0% | -7.3% | +9.3% | +4.9% |
| 30D | -20.0% | -20.0% | 0.0% | -13.0% |
| 3M | -31.8% | -23.8% | -7.9% | -24.6% |
| 6M | -15.9% | -42.4% | +26.5% | +2.6% |
| YTD | -40.6% | -22.1% | -18.6% | -37.4% |
| 1Y | -50.7% | -20.8% | -29.8% | -48.5% |
| 3Y | +70.3% | +75.7% | -5.4% | +8.9% |
| All | -77.8% | +157.5% | -235.3% | -91.0% |
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 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