-16.5%
SOUN vs CCJ
+272.7%
-289.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | -7.1% | -4.0% | -3.1% | -5.4% |
| 30D | -15.4% | -2.4% | -13.0% | -14.7% |
| 3M | -10.6% | -2.3% | -8.3% | -9.9% |
| 6M | -19.6% | -16.2% | -3.4% | -13.8% |
| YTD | -37.2% | +5.7% | -42.9% | -39.4% |
| 1Y | -57.1% | +21.3% | -78.3% | -61.6% |
| 3Y | +178.2% | +159.4% | +18.8% | +86.0% |
| All | -16.5% | +272.7% | -289.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling