+162.0%
SO vs CCJ
+1,078.9%
-916.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | 0.0% | +4.2% | -4.1% | -0.1% |
| 30D | -2.5% | +3.2% | -5.7% | -2.6% |
| 3M | -4.2% | -1.8% | -2.4% | -4.2% |
| 6M | -7.7% | -13.5% | +5.9% | -7.4% |
| YTD | +3.8% | +9.7% | -6.0% | +3.0% |
| 1Y | +0.1% | +30.0% | -29.9% | -1.7% |
| 3Y | +44.2% | +172.6% | -128.4% | +34.7% |
| 5Y | +57.9% | +342.9% | -285.1% | +41.6% |
| 10Y | +162.0% | +1,099.7% | -937.8% | +123.0% |
| All | +162.0% | +1,078.9% | -916.9% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling