+2,752.4%
SNPS vs CCJ
+1,117.9%
+1,634.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.8% |
| 7D | -0.6% | +0.4% | -1.1% | -0.7% |
| 30D | -9.8% | -17.2% | +7.4% | -6.4% |
| 3M | +11.7% | -25.1% | +36.8% | +18.1% |
| 6M | -10.9% | -37.6% | +26.6% | -2.8% |
| YTD | -2.1% | -20.4% | +18.3% | +1.0% |
| 1Y | +14.8% | -22.5% | +37.3% | +18.8% |
| 3Y | -11.3% | +72.5% | -83.8% | -24.3% |
| 5Y | +36.2% | +179.9% | -143.7% | +2.8% |
| 10Y | +684.5% | +772.6% | -88.1% | +342.3% |
| All | +2,752.4% | +1,117.9% | +1,634.6% | +1,439.0% |
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 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