+3.6%
SNOW vs CCJ
+347.8%
-344.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +8.4% | +4.2% | +4.2% | +7.0% |
| 30D | -1.0% | +3.2% | -4.1% | -2.1% |
| 3M | +38.3% | -1.8% | +40.1% | +38.3% |
| 6M | +81.3% | -13.5% | +94.8% | +86.3% |
| YTD | +51.1% | +9.7% | +41.4% | +40.3% |
| 1Y | +47.0% | +30.0% | +17.0% | +24.5% |
| 3Y | +99.7% | +172.6% | -72.9% | +15.4% |
| 5Y | +3.6% | +342.9% | -339.3% | -55.2% |
| All | +3.6% | +347.8% | -344.2% | -55.2% |
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 · 6 months rolling