-39.0%
SNAP vs CCJ
-19.9%
-19.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.2% |
| 7D | -9.8% | +3.7% | -13.5% | -10.7% |
| 30D | -18.2% | -13.7% | -4.5% | -14.4% |
| 3M | -3.1% | -24.7% | +21.6% | +5.2% |
| 6M | -7.1% | -38.1% | +31.0% | +6.2% |
| YTD | -33.8% | -18.8% | -15.1% | -29.8% |
| 1Y | -39.0% | -19.5% | -19.5% | -35.3% |
| All | -39.0% | -19.9% | -19.2% | -35.3% |
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