+46.5%
SNOW vs CCJ
+22.0%
+24.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -2.4% | -4.0% | +1.6% | -1.7% |
| 30D | -1.0% | -2.4% | +1.4% | -0.7% |
| 3M | +36.9% | -2.3% | +39.2% | +36.9% |
| 6M | +83.4% | -16.2% | +99.6% | +86.3% |
| YTD | +50.0% | +5.7% | +44.3% | +47.0% |
| 1Y | +46.5% | +21.3% | +25.3% | +37.4% |
| All | +46.5% | +22.0% | +24.5% | +37.4% |
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