+194.8%
SNXX vs CCJ
-18.9%
+213.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -5.9% |
| 7D | -12.0% | -4.0% | -8.0% | -6.4% |
| 30D | +37.9% | -2.4% | +40.3% | +39.2% |
| 3M | -52.7% | -2.3% | -50.4% | -51.6% |
| 6M | +194.8% | -16.2% | +211.0% | +248.4% |
| All | +194.8% | -18.9% | +213.7% | +248.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling