+188.0%
SOUN vs CCJ
+172.7%
+15.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.6% |
| 7D | -4.4% | +4.2% | -8.6% | -6.6% |
| 30D | -13.1% | +3.2% | -16.3% | -14.9% |
| 3M | -7.7% | -1.8% | -5.9% | -7.3% |
| 6M | -21.2% | -13.5% | -7.6% | -16.1% |
| YTD | -35.0% | +9.7% | -44.8% | -39.5% |
| 1Y | -56.4% | +30.0% | -86.4% | -63.9% |
| All | +188.0% | +172.7% | +15.3% | +71.3% |
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