+8,434.7%
SHOP vs CCJ
+594.3%
+7,840.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | +0.6% | +6.9% | -6.3% | -1.7% |
| 3M | +25.0% | -11.6% | +36.7% | +29.1% |
| 6M | +11.9% | -16.2% | +28.1% | +16.3% |
| YTD | -9.9% | +10.1% | -20.0% | -15.1% |
| 1Y | 0.0% | +32.3% | -32.3% | -12.7% |
| 3Y | +117.5% | +171.3% | -53.8% | +45.4% |
| 5Y | -6.6% | +372.4% | -379.0% | -48.1% |
| 10Y | +3,320.3% | +1,070.0% | +2,250.3% | +1,231.5% |
| All | +8,434.7% | +594.3% | +7,840.4% | +3,140.8% |
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 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