-11.6%
SHOP vs CCJ
+29.0%
-40.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -5.1% |
| 7D | -10.6% | +4.2% | -14.8% | -11.5% |
| 30D | -18.3% | +3.2% | -21.5% | -19.0% |
| 3M | +14.8% | -1.8% | +16.6% | +14.8% |
| 6M | -5.0% | -13.5% | +8.5% | -3.0% |
| YTD | -21.2% | +9.7% | -31.0% | -23.9% |
| 1Y | -11.6% | +30.0% | -41.6% | -16.2% |
| All | -11.6% | +29.0% | -40.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling