+47.6%
SOFI vs CCJ
+667.0%
-619.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | +5.6% | +5.9% | -0.3% | +3.0% |
| 30D | -2.0% | +4.7% | -6.7% | -3.9% |
| 3M | +9.2% | -3.3% | +12.4% | +10.8% |
| 6M | -4.7% | -7.0% | +2.3% | -2.8% |
| YTD | -31.2% | +11.5% | -42.7% | -36.0% |
| 1Y | -30.6% | +32.3% | -62.9% | -40.6% |
| 3Y | +110.6% | +176.8% | -66.2% | +23.3% |
| 5Y | +16.4% | +351.8% | -335.4% | -46.5% |
| All | +47.6% | +667.0% | -619.3% | -37.4% |
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