-95.2%
SNDQ vs CCJ
-25.1%
-70.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +5.7% |
| 7D | +11.6% | -4.0% | +15.7% | +5.5% |
| 30D | -45.1% | -2.4% | -42.7% | -47.4% |
| 3M | -68.6% | -2.3% | -66.3% | -59.9% |
| All | -95.2% | -25.1% | -70.1% | -94.3% |
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 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 · Available span rolling