+2,507.4%
SO vs CCJ
+1,583.6%
+923.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -4.6% | +6.9% | -11.4% | -5.1% |
| 3M | -3.0% | -11.6% | +8.6% | -2.5% |
| 6M | -8.3% | -16.2% | +8.0% | -7.6% |
| YTD | +3.5% | +10.1% | -6.6% | +2.1% |
| 1Y | -0.9% | +32.3% | -33.2% | -3.9% |
| 3Y | +45.4% | +171.3% | -125.9% | +31.5% |
| 5Y | +59.6% | +372.4% | -312.8% | +35.8% |
| 10Y | +156.6% | +1,070.0% | -913.4% | +94.8% |
| All | +2,507.4% | +1,583.6% | +923.8% | +1,784.9% |
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