+7.0%
SHW vs CCJ
-26.2%
+33.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.9% | +6.8% |
| 7D | +13.3% | -14.5% | +27.8% | +15.4% |
| 30D | +14.1% | -18.1% | +32.2% | +16.9% |
| 3M | +0.8% | -23.0% | +23.8% | +4.0% |
| 6M | +17.6% | -39.4% | +57.0% | +24.9% |
| YTD | +13.0% | -21.7% | +34.6% | +14.6% |
| 1Y | +7.0% | -25.9% | +32.9% | +9.7% |
| All | +7.0% | -26.2% | +33.2% | +9.7% |
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