-44.0%
ACHR vs CCJ
+326.6%
-370.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.5% |
| 7D | -5.4% | -3.2% | -2.2% | -3.9% |
| 30D | -19.7% | -1.3% | -18.4% | -19.4% |
| 3M | +7.9% | +2.5% | +5.4% | +6.8% |
| 6M | -13.8% | -18.9% | +5.1% | -5.1% |
| YTD | -27.5% | +6.5% | -34.0% | -29.8% |
| 1Y | -33.9% | +22.8% | -56.8% | -41.0% |
| 3Y | -20.0% | +164.5% | -184.5% | -51.0% |
| 5Y | -44.0% | +303.7% | -347.7% | -72.9% |
| All | -44.0% | +326.6% | -370.6% | -72.9% |
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