+589.4%
SE vs CCJ
+1,063.0%
-473.6%
-90.5%
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 | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -2.5% | +6.9% | -9.3% | -4.6% |
| 3M | +21.7% | -11.6% | +33.4% | +25.9% |
| 6M | +27.0% | -16.2% | +43.2% | +32.1% |
| YTD | -12.1% | +10.1% | -22.2% | -17.0% |
| 1Y | -40.9% | +32.3% | -73.2% | -48.7% |
| 3Y | +191.0% | +171.3% | +19.7% | +88.4% |
| 5Y | -68.3% | +372.4% | -440.7% | -83.2% |
| All | +589.4% | +1,063.0% | -473.6% | +179.2% |
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