+574.2%
SNPS vs CCJ
+1,078.9%
-504.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -5.5% | +4.2% | -9.7% | -6.3% |
| 30D | -4.5% | +3.2% | -7.7% | -5.2% |
| 3M | -15.5% | -1.8% | -13.7% | -15.5% |
| 6M | -10.1% | -13.5% | +3.5% | -8.2% |
| YTD | -16.3% | +9.7% | -26.0% | -19.1% |
| 1Y | -34.9% | +30.0% | -64.9% | -40.2% |
| 3Y | -14.4% | +172.6% | -187.0% | -34.6% |
| 5Y | +17.9% | +342.9% | -325.1% | -20.9% |
| 10Y | +574.2% | +1,099.7% | -525.5% | +283.5% |
| All | +574.2% | +1,078.9% | -504.6% | +283.5% |
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