-59.6%
ACHR vs CCJ
+441.2%
-500.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.5% | -6.3% |
| 7D | -9.2% | -0.8% | -8.4% | -8.6% |
| 30D | -1.0% | -13.2% | +12.2% | +5.8% |
| 3M | -42.2% | -27.6% | -14.5% | -33.4% |
| 6M | -38.2% | -38.7% | +0.5% | -23.4% |
| YTD | -46.4% | -22.7% | -23.7% | -39.8% |
| 1Y | -49.4% | -17.6% | -31.8% | -44.4% |
| 3Y | -22.5% | +62.7% | -85.2% | -36.5% |
| 5Y | -29.8% | +159.7% | -189.5% | -53.5% |
| All | -59.6% | +441.2% | -500.8% | -77.0% |
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