-85.6%
SMR vs CCJ
-26.2%
-59.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.0% |
| 7D | -9.5% | -14.5% | +5.0% | +9.1% |
| 30D | -33.2% | -18.1% | -15.2% | -14.8% |
| 3M | -45.9% | -23.0% | -22.9% | -25.7% |
| 6M | -57.9% | -39.4% | -18.5% | -20.5% |
| YTD | -63.8% | -21.7% | -42.1% | -54.5% |
| 1Y | -85.6% | -25.9% | -59.7% | -80.6% |
| All | -85.6% | -26.2% | -59.4% | -80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling