+49.4%
SRE vs CCJ
+159.0%
-109.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | -3.0% | -13.2% | +10.2% | -1.9% |
| 3M | -7.3% | -27.6% | +20.4% | -4.9% |
| 6M | -11.9% | -38.7% | +26.8% | -8.5% |
| YTD | -7.9% | -22.7% | +14.8% | -7.1% |
| 1Y | -11.1% | -17.6% | +6.4% | -11.1% |
| 3Y | +24.8% | +62.7% | -37.9% | +11.2% |
| All | +49.4% | +159.0% | -109.6% | +24.5% |
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