+70.1%
AA vs CCJ
+1,159.6%
-1,089.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.7% | +0.1% | +3.3% |
| 7D | +4.8% | +2.7% | +2.1% | +3.6% |
| 30D | -0.6% | -14.4% | +13.8% | +6.2% |
| 3M | -16.3% | -22.6% | +6.3% | -6.8% |
| 6M | -33.4% | -35.4% | +2.0% | -19.7% |
| YTD | -20.7% | -17.6% | -3.1% | -15.3% |
| 1Y | +12.9% | -18.1% | +31.1% | +20.7% |
| 3Y | +75.7% | +79.6% | -3.9% | +22.2% |
| 5Y | -6.8% | +175.3% | -182.1% | -49.1% |
| 10Y | +53.6% | +844.8% | -791.2% | -57.1% |
| All | +70.1% | +1,159.6% | -1,089.6% | -51.3% |
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