+29.8%
SNOW vs CCJ
+772.7%
-742.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.4% |
| 7D | -7.5% | -3.2% | -4.3% | -6.6% |
| 30D | -1.3% | -1.3% | 0.0% | -1.0% |
| 3M | +37.4% | +2.5% | +34.9% | +35.7% |
| 6M | +88.1% | -18.9% | +106.9% | +97.2% |
| YTD | +50.3% | +6.5% | +43.8% | +42.0% |
| 1Y | +46.0% | +22.8% | +23.2% | +28.2% |
| 3Y | +98.7% | +164.5% | -65.8% | +24.4% |
| 5Y | +3.5% | +303.7% | -300.2% | -47.2% |
| All | +29.8% | +772.7% | -742.8% | -44.6% |
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