+58.7%
SO vs CCJ
+346.5%
-287.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | +1.0% | +5.9% | -4.9% | +0.9% |
| 30D | -3.2% | +4.7% | -7.9% | -3.3% |
| 3M | -1.7% | -3.3% | +1.6% | -1.6% |
| 6M | -7.2% | -7.0% | -0.2% | -7.1% |
| YTD | +4.6% | +11.5% | -6.9% | +4.1% |
| 1Y | +1.2% | +32.3% | -31.1% | +0.1% |
| 3Y | +45.3% | +176.8% | -131.6% | +37.2% |
| 5Y | +58.7% | +351.8% | -293.1% | +45.0% |
| All | +58.7% | +346.5% | -287.8% | +45.0% |
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 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