-42.7%
ACHR vs CCJ
+670.9%
-713.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | +9.8% | +6.9% | +2.9% | +6.6% |
| 3M | -10.5% | -11.6% | +1.1% | -5.4% |
| 6M | -15.5% | -16.2% | +0.7% | -9.3% |
| YTD | -24.1% | +10.1% | -34.2% | -27.0% |
| 1Y | -32.4% | +32.3% | -64.7% | -40.3% |
| 3Y | -11.6% | +171.3% | -182.9% | -41.6% |
| 5Y | -42.9% | +372.4% | -415.3% | -68.7% |
| All | -42.7% | +670.9% | -713.6% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling