+102.7%
AA vs CCJ
+1,583.6%
-1,480.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -0.7% | +0.7% | -1.4% | -1.1% |
| 30D | +5.0% | +6.9% | -1.9% | +1.8% |
| 3M | -35.8% | -11.6% | -24.2% | -32.4% |
| 6M | -18.4% | -16.2% | -2.2% | -12.9% |
| YTD | -5.5% | +10.1% | -15.6% | -10.8% |
| 1Y | +61.0% | +32.3% | +28.7% | +36.2% |
| 3Y | +66.2% | +171.3% | -105.1% | -3.9% |
| 5Y | +11.4% | +372.4% | -361.0% | -52.6% |
| 10Y | +116.9% | +1,070.0% | -953.2% | -45.0% |
| All | +102.7% | +1,583.6% | -1,480.9% | -48.7% |
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