+48.6%
SRE vs CCJ
+347.8%
-299.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +1.5% | +4.2% | -2.7% | +1.1% |
| 30D | +0.8% | +3.2% | -2.4% | +0.5% |
| 3M | -5.8% | -1.8% | -4.0% | -5.9% |
| 6M | -7.8% | -13.5% | +5.7% | -7.2% |
| YTD | -2.4% | +9.7% | -12.1% | -4.2% |
| 1Y | +8.9% | +30.0% | -21.1% | +4.4% |
| 3Y | +31.1% | +172.6% | -141.5% | +11.9% |
| 5Y | +48.6% | +342.9% | -294.3% | +17.6% |
| All | +48.6% | +347.8% | -299.2% | +17.6% |
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