+1.5%
SMR vs CCJ
+293.5%
-292.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -3.1% |
| 7D | +4.7% | -3.2% | +7.9% | +7.8% |
| 30D | +3.2% | -1.3% | +4.6% | +4.5% |
| 3M | +9.9% | +2.5% | +7.4% | +8.8% |
| 6M | -15.1% | -18.9% | +3.7% | +4.1% |
| YTD | -27.9% | +6.5% | -34.4% | -27.2% |
| 1Y | -70.2% | +22.8% | -93.1% | -72.5% |
| 3Y | +72.5% | +164.5% | -92.0% | +11.6% |
| All | +1.5% | +293.5% | -292.0% | -41.9% |
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