+17.6%
SNOW vs CCJ
+543.0%
-525.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.3% |
| 7D | +10.8% | +5.0% | +5.8% | +9.0% |
| 30D | -16.5% | -16.7% | +0.2% | -11.2% |
| 3M | -10.1% | -27.5% | +17.4% | -0.3% |
| 6M | +96.5% | -38.6% | +135.2% | +128.1% |
| YTD | +36.2% | -21.5% | +57.7% | +42.0% |
| 1Y | +10.7% | -22.3% | +33.0% | +15.3% |
| 3Y | +86.2% | +69.9% | +16.3% | +36.4% |
| 5Y | -22.7% | +163.6% | -186.3% | -55.1% |
| All | +17.6% | +543.0% | -525.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling