+42.7%
SHW vs CCJ
+73.2%
-30.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | +4.2% | +0.4% | +3.8% | +4.2% |
| 30D | +11.3% | -17.2% | +28.5% | +13.3% |
| 3M | -1.8% | -25.1% | +23.3% | +1.0% |
| 6M | +12.7% | -37.6% | +50.3% | +17.7% |
| YTD | +10.4% | -20.4% | +30.8% | +12.2% |
| 1Y | +4.7% | -22.5% | +27.2% | +6.5% |
| 3Y | +42.7% | +72.5% | -29.8% | +30.8% |
| All | +42.7% | +73.2% | -30.5% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling