-11.1%
SRE vs CCJ
-22.9%
+11.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | -3.0% | -13.2% | +10.2% | -2.7% |
| 3M | -7.3% | -27.6% | +20.4% | -6.6% |
| 6M | -11.9% | -38.7% | +26.8% | -10.8% |
| YTD | -7.9% | -22.7% | +14.8% | -8.9% |
| 1Y | -11.1% | -17.6% | +6.4% | -12.3% |
| All | -11.1% | -22.9% | +11.7% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling