+5,442.2%
SYK vs CCJ
+1,528.1%
+3,914.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.5% |
| 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% | -13.0% |
| 6M | -24.3% | -18.9% | -5.4% | -22.8% |
| YTD | -22.8% | +6.5% | -29.2% | -24.7% |
| 1Y | -28.8% | +22.8% | -51.6% | -32.7% |
| 3Y | -4.0% | +164.5% | -168.5% | -21.4% |
| 5Y | +3.8% | +303.7% | -299.9% | -22.6% |
| 10Y | +172.8% | +1,064.0% | -891.2% | +62.4% |
| All | +5,442.2% | +1,528.1% | +3,914.0% | +3,168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling