-3.6%
SMR vs CCJ
+306.9%
-310.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +4.4% | +0.7% | +3.7% | +3.7% |
| 30D | +3.4% | +6.9% | -3.5% | -2.1% |
| 3M | -19.2% | -11.6% | -7.5% | -9.6% |
| 6M | -22.6% | -16.2% | -6.4% | -8.0% |
| YTD | -31.5% | +10.1% | -41.7% | -32.8% |
| 1Y | -73.1% | +32.3% | -105.3% | -76.6% |
| 3Y | +55.0% | +171.3% | -116.3% | -2.4% |
| All | -3.6% | +306.9% | -310.5% | -46.4% |
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