+10.7%
SNDU vs CCJ
-38.3%
+49.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.2% | -14.6% | -13.8% |
| 7D | -48.0% | -14.5% | -33.5% | -30.8% |
| 30D | -66.4% | -18.1% | -48.4% | -52.3% |
| 3M | -58.7% | -23.0% | -35.7% | -38.5% |
| 6M | -68.6% | -39.4% | -29.2% | -36.6% |
| All | +10.7% | -38.3% | +49.0% | +116.8% |
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