+2,671.3%
SO vs CCJ
+1,117.9%
+1,553.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +8.7% | -17.2% | +25.9% | +9.9% |
| 3M | +3.4% | -25.1% | +28.5% | +5.1% |
| 6M | +3.7% | -37.6% | +41.3% | +6.5% |
| YTD | +10.0% | -20.4% | +30.4% | +10.7% |
| 1Y | +6.6% | -22.5% | +29.1% | +7.3% |
| 3Y | +52.5% | +72.5% | -20.0% | +42.2% |
| 5Y | +76.1% | +179.9% | -103.8% | +55.6% |
| 10Y | +194.9% | +772.6% | -577.7% | +127.9% |
| All | +2,671.3% | +1,117.9% | +1,553.5% | +1,943.0% |
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 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