-16.3%
SOUN vs CCJ
+275.6%
-291.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -1.7% |
| 7D | -6.8% | -3.2% | -3.6% | -5.5% |
| 30D | -15.2% | -1.3% | -13.9% | -14.9% |
| 3M | -7.0% | +2.5% | -9.5% | -8.2% |
| 6M | -20.5% | -18.9% | -1.6% | -13.6% |
| YTD | -37.0% | +6.5% | -43.5% | -39.4% |
| 1Y | -55.3% | +22.8% | -78.1% | -60.2% |
| 3Y | +173.0% | +164.5% | +8.6% | +81.3% |
| All | -16.3% | +275.6% | -291.9% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling