-18.8%
SNAP vs CCJ
-39.4%
+20.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -3.9% |
| 7D | -7.1% | -7.3% | +0.2% | -5.0% |
| 30D | -14.6% | -20.0% | +5.3% | -9.0% |
| 3M | -5.0% | -23.8% | +18.9% | +2.0% |
| 6M | -18.8% | -42.4% | +23.6% | -12.5% |
| All | -18.8% | -39.4% | +20.5% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling