+75.4%
SOUN vs CCJ
+67.4%
+8.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.3% |
| 7D | -15.1% | -0.8% | -14.3% | -14.7% |
| 30D | -23.0% | -13.2% | -9.8% | -17.1% |
| 3M | -53.3% | -27.6% | -25.7% | -45.0% |
| 6M | -58.6% | -38.7% | -19.8% | -46.8% |
| YTD | -65.0% | -22.7% | -42.3% | -61.0% |
| 1Y | -71.4% | -17.6% | -53.9% | -69.3% |
| 3Y | +75.4% | +62.7% | +12.7% | +37.2% |
| All | +75.4% | +67.4% | +8.0% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling