+14.8%
SHW vs CCJ
+354.8%
-340.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | -1.2% | +5.9% | -7.1% | -1.8% |
| 30D | -11.6% | +4.7% | -16.3% | -12.1% |
| 3M | +9.1% | -3.3% | +12.4% | +9.2% |
| 6M | -0.7% | -7.0% | +6.4% | -0.4% |
| YTD | +1.4% | +11.5% | -10.1% | -0.6% |
| 1Y | -12.3% | +32.3% | -44.5% | -15.9% |
| 3Y | +23.4% | +176.8% | -153.5% | +6.3% |
| All | +14.8% | +354.8% | -340.0% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling