+273.5%
SHW vs CCJ
+1,074.4%
-800.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | -4.5% | -3.2% | -1.3% | -4.1% |
| 30D | -12.7% | -1.3% | -11.4% | -12.6% |
| 3M | +4.7% | +2.5% | +2.2% | +4.2% |
| 6M | -3.4% | -18.9% | +15.4% | -1.6% |
| YTD | -1.3% | +6.5% | -7.8% | -3.0% |
| 1Y | -10.4% | +22.8% | -33.2% | -13.8% |
| 3Y | +20.1% | +164.5% | -144.4% | +2.6% |
| 5Y | +10.5% | +303.7% | -293.2% | -12.8% |
| All | +273.5% | +1,074.4% | -800.9% | +131.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling