+9.6%
ABT vs CCJ
+176.9%
-167.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.6% |
| 7D | -3.1% | +5.9% | -9.1% | -3.1% |
| 30D | -2.1% | +4.7% | -6.8% | -2.1% |
| 3M | +17.4% | -3.3% | +20.7% | +17.6% |
| 6M | -2.4% | -7.0% | +4.6% | -2.3% |
| YTD | -14.2% | +11.5% | -25.7% | -14.1% |
| 1Y | -18.3% | +32.3% | -50.6% | -18.3% |
| All | +9.6% | +176.9% | -167.3% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling