-7.4%
ABT vs CCJ
+159.0%
-166.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | +6.0% | -13.2% | +19.2% | +6.6% |
| 3M | -1.9% | -27.6% | +25.8% | -0.5% |
| 6M | +31.2% | -38.7% | +69.9% | +34.0% |
| YTD | -11.2% | -22.7% | +11.5% | -11.1% |
| 1Y | -14.0% | -17.6% | +3.6% | -14.3% |
| 3Y | +20.7% | +62.7% | -42.0% | +9.3% |
| All | -7.4% | +159.0% | -166.4% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling