+120.0%
SRE vs CCJ
+1,074.4%
-954.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.4% |
| 30D | -1.7% | -1.3% | -0.4% | -1.7% |
| 3M | -7.1% | +2.5% | -9.6% | -7.5% |
| 6M | -8.4% | -18.9% | +10.5% | -7.3% |
| YTD | -3.5% | +6.5% | -10.0% | -4.9% |
| 1Y | +5.4% | +22.8% | -17.4% | +2.0% |
| 3Y | +29.5% | +164.5% | -135.0% | +14.2% |
| 5Y | +48.3% | +303.7% | -255.4% | +23.5% |
| All | +120.0% | +1,074.4% | -954.4% | +87.0% |
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