+404.4%
SNXX vs CCJ
-20.2%
+424.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -3.7% |
| 7D | +16.8% | -3.2% | +20.0% | +22.4% |
| 30D | +65.3% | -1.3% | +66.6% | +64.2% |
| 3M | -34.8% | +2.5% | -37.3% | -35.0% |
| 6M | +255.1% | -18.9% | +274.0% | +348.0% |
| All | +404.4% | -20.2% | +424.6% | +588.9% |
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