+277.3%
SHW vs CCJ
+1,110.5%
-833.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | -3.2% | +4.2% | -7.4% | -3.7% |
| 30D | -11.4% | +3.2% | -14.6% | -11.8% |
| 3M | +3.5% | -1.8% | +5.3% | +3.5% |
| 6M | -3.4% | -13.5% | +10.2% | -2.3% |
| YTD | -0.3% | +9.7% | -10.1% | -2.3% |
| 1Y | -10.4% | +30.0% | -40.4% | -14.4% |
| 3Y | +21.3% | +172.6% | -151.3% | +3.3% |
| 5Y | +12.9% | +342.9% | -330.1% | -12.0% |
| All | +277.3% | +1,110.5% | -833.2% | +132.7% |
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 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