+34.1%
SNPS vs CCJ
+172.2%
-138.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +2.2% |
| 7D | +0.2% | +2.7% | -2.5% | -0.5% |
| 30D | -8.4% | -14.4% | +6.0% | -4.7% |
| 3M | +12.3% | -22.6% | +34.9% | +19.6% |
| 6M | -9.6% | -35.4% | +25.9% | +0.3% |
| YTD | -0.6% | -17.6% | +17.0% | +2.2% |
| 1Y | +18.7% | -18.1% | +36.8% | +21.9% |
| 3Y | -7.6% | +79.6% | -87.1% | -28.7% |
| 5Y | +34.1% | +175.3% | -141.2% | -15.0% |
| All | +34.1% | +172.2% | -138.1% | -15.0% |
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