+66.7%
SNXX vs CCJ
-41.3%
+108.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.2% | -14.5% | -13.9% |
| 7D | -47.8% | -14.5% | -33.3% | -31.4% |
| 30D | -66.0% | -18.1% | -48.0% | -52.4% |
| 3M | -57.5% | -23.0% | -34.5% | -37.1% |
| 6M | -66.7% | -39.4% | -27.3% | -31.0% |
| All | +66.7% | -41.3% | +108.0% | +275.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling