+7,544.0%
SHW vs CCJ
+1,099.6%
+6,444.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.7% |
| 7D | +0.7% | +5.0% | -4.4% | -0.1% |
| 30D | +8.4% | -16.7% | +25.1% | +11.1% |
| 3M | -2.2% | -27.5% | +25.3% | +2.1% |
| 6M | +13.3% | -38.6% | +51.9% | +20.7% |
| YTD | +9.2% | -21.5% | +30.8% | +11.5% |
| 1Y | +2.9% | -22.3% | +25.2% | +4.9% |
| 3Y | +41.1% | +69.9% | -28.8% | +23.7% |
| 5Y | +11.0% | +163.6% | -152.6% | -12.0% |
| 10Y | +341.2% | +782.3% | -441.0% | +165.6% |
| All | +7,544.0% | +1,099.6% | +6,444.4% | +3,811.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling