+2,632.6%
SO vs CCJ
+1,091.6%
+1,541.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.4% |
| 7D | -1.5% | -7.3% | +5.8% | -1.0% |
| 30D | +8.1% | -20.0% | +28.0% | +9.5% |
| 3M | +0.2% | -23.8% | +24.1% | +1.8% |
| 6M | +0.4% | -42.4% | +42.8% | +3.6% |
| YTD | +8.5% | -22.1% | +30.6% | +9.3% |
| 1Y | +4.9% | -20.8% | +25.8% | +5.5% |
| 3Y | +47.9% | +75.7% | -27.8% | +37.7% |
| 5Y | +75.7% | +167.4% | -91.8% | +55.8% |
| 10Y | +178.0% | +826.3% | -648.3% | +113.7% |
| All | +2,632.6% | +1,091.6% | +1,541.0% | +1,917.5% |
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 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