+167.6%
SYK vs CCJ
+1,074.4%
-906.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.6% |
| 7D | -12.3% | -3.2% | -9.2% | -12.0% |
| 30D | -22.4% | -1.3% | -21.1% | -22.4% |
| 3M | -12.3% | +2.5% | -14.9% | -12.9% |
| 6M | -24.3% | -18.9% | -5.4% | -23.0% |
| YTD | -22.8% | +6.5% | -29.2% | -24.6% |
| 1Y | -28.8% | +22.8% | -51.6% | -32.5% |
| 3Y | -4.0% | +164.5% | -168.5% | -21.2% |
| 5Y | +3.8% | +303.7% | -299.9% | -22.3% |
| All | +167.6% | +1,074.4% | -906.8% | +68.2% |
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