+2,342.4%
SNPS vs CCJ
+1,583.6%
+758.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | +0.7% | -11.7% | -11.1% |
| 30D | -1.7% | +6.9% | -8.6% | -3.1% |
| 3M | -20.4% | -11.6% | -8.7% | -18.7% |
| 6M | -8.6% | -16.2% | +7.6% | -6.3% |
| YTD | -16.2% | +10.1% | -26.3% | -18.8% |
| 1Y | -34.6% | +32.3% | -66.8% | -39.8% |
| 3Y | -14.5% | +171.3% | -185.8% | -33.3% |
| 5Y | +17.0% | +372.4% | -355.4% | -20.6% |
| 10Y | +560.0% | +1,070.0% | -510.0% | +250.5% |
| All | +2,342.4% | +1,583.6% | +758.8% | +1,137.3% |
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