+201.2%
ABT vs CCJ
+1,074.4%
-873.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.6% |
| 7D | -5.0% | -3.2% | -1.8% | -4.8% |
| 30D | -5.8% | -1.3% | -4.5% | -5.8% |
| 3M | +16.7% | +2.5% | +14.2% | +16.3% |
| 6M | -5.2% | -18.9% | +13.6% | -4.2% |
| YTD | -16.0% | +6.5% | -22.5% | -17.2% |
| 1Y | -18.3% | +22.8% | -41.1% | -21.0% |
| 3Y | +9.2% | +164.5% | -155.3% | -4.7% |
| 5Y | -11.6% | +303.7% | -315.3% | -28.2% |
| All | +201.2% | +1,074.4% | -873.2% | +110.7% |
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 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