+152.3%
ACN vs CCJ
+765.4%
-613.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -3.8% | -0.8% | -3.0% | -3.8% |
| 30D | +16.5% | -13.2% | +29.7% | +18.0% |
| 3M | +41.5% | -27.6% | +69.1% | +45.9% |
| 6M | +60.1% | -38.7% | +98.8% | +67.6% |
| YTD | -3.9% | -22.7% | +18.7% | -3.8% |
| 1Y | +4.1% | -17.6% | +21.7% | +3.1% |
| 3Y | -15.9% | +62.7% | -78.5% | -28.0% |
| 5Y | -26.3% | +159.7% | -186.1% | -43.7% |
| All | +152.3% | +765.4% | -613.1% | +45.3% |
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