+3,781.0%
SHOP vs CCJ
+765.4%
+3,015.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -14.7% | -13.2% | -1.5% | -10.8% |
| 3M | -7.2% | -27.6% | +20.4% | +2.5% |
| 6M | +54.2% | -38.7% | +92.9% | +77.9% |
| YTD | -8.6% | -22.7% | +14.1% | -3.8% |
| 1Y | +0.5% | -17.6% | +18.1% | +3.4% |
| 3Y | +135.9% | +62.7% | +73.3% | +85.7% |
| 5Y | -11.9% | +159.7% | -171.6% | -41.8% |
| All | +3,781.0% | +765.4% | +3,015.6% | +1,796.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling