-78.3%
SNAP vs CCJ
+863.3%
-941.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -5.0% | +4.2% | -9.2% | -6.2% |
| 30D | -0.7% | +3.2% | -3.9% | -1.9% |
| 3M | -5.0% | -1.8% | -3.2% | -4.9% |
| 6M | +3.5% | -13.5% | +17.1% | +6.9% |
| YTD | -34.2% | +9.7% | -44.0% | -37.4% |
| 1Y | -27.1% | +30.0% | -57.1% | -35.8% |
| 3Y | -43.5% | +172.6% | -216.0% | -63.4% |
| 5Y | -92.9% | +342.9% | -435.8% | -96.2% |
| All | -78.3% | +863.3% | -941.7% | -91.2% |
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