+102.2%
SNOW vs CCJ
+174.2%
-72.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +4.9% | +5.9% | -1.0% | +3.5% |
| 30D | +1.5% | +4.7% | -3.2% | +0.3% |
| 3M | +39.5% | -3.3% | +42.8% | +40.0% |
| 6M | +85.9% | -7.0% | +92.9% | +86.0% |
| YTD | +52.9% | +11.5% | +41.5% | +44.4% |
| 1Y | +48.1% | +32.3% | +15.8% | +30.3% |
| 3Y | +102.2% | +176.8% | -74.7% | +42.1% |
| All | +102.2% | +174.2% | -72.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling