+7.5%
SMR vs CCJ
+305.6%
-298.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.1% |
| 7D | +13.1% | +4.2% | +8.9% | +9.4% |
| 30D | +17.8% | +3.2% | +14.6% | +14.9% |
| 3M | +8.1% | -1.8% | +9.9% | +10.7% |
| 6M | -11.1% | -13.5% | +2.4% | +3.5% |
| YTD | -23.7% | +9.7% | -33.5% | -24.8% |
| 1Y | -69.4% | +30.0% | -99.4% | -73.0% |
| 3Y | +82.6% | +172.6% | -90.0% | +15.2% |
| All | +7.5% | +305.6% | -298.1% | -40.0% |
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 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