+337.7%
SHW vs CCJ
+765.4%
-427.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +8.1% | -13.2% | +21.2% | +9.7% |
| 3M | -2.8% | -27.6% | +24.9% | +0.7% |
| 6M | +15.0% | -38.7% | +53.7% | +21.0% |
| YTD | +9.0% | -22.7% | +31.7% | +11.1% |
| 1Y | +4.5% | -17.6% | +22.1% | +5.5% |
| 3Y | +41.9% | +62.7% | -20.8% | +28.6% |
| 5Y | +10.7% | +159.7% | -149.0% | -7.5% |
| All | +337.7% | +765.4% | -427.7% | +189.8% |
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 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