+77.0%
SO vs CCJ
+163.1%
-86.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.1% |
| 7D | -1.5% | -7.3% | +5.8% | -1.3% |
| 30D | +8.1% | -20.0% | +28.0% | +8.5% |
| 3M | +0.2% | -23.8% | +24.1% | +0.7% |
| 6M | +0.4% | -42.4% | +42.8% | +1.5% |
| YTD | +8.5% | -22.1% | +30.6% | +8.7% |
| 1Y | +4.9% | -20.8% | +25.8% | +5.0% |
| 3Y | +47.9% | +75.7% | -27.8% | +40.9% |
| All | +77.0% | +163.1% | -86.0% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling