+16.5%
SNPS vs CCJ
+346.5%
-330.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -5.5% | +5.9% | -11.4% | -6.8% |
| 30D | -5.8% | +4.7% | -10.5% | -6.9% |
| 3M | -17.2% | -3.3% | -13.9% | -16.9% |
| 6M | -10.4% | -7.0% | -3.3% | -9.9% |
| YTD | -16.5% | +11.5% | -28.0% | -20.3% |
| 1Y | -35.6% | +32.3% | -67.9% | -42.3% |
| 3Y | -14.6% | +176.8% | -191.5% | -40.0% |
| 5Y | +16.5% | +351.8% | -335.3% | -32.8% |
| All | +16.5% | +346.5% | -330.0% | -32.8% |
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