+151.4%
ACN vs CCJ
+785.0%
-633.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.1% |
| 7D | -4.0% | +3.7% | -7.7% | -4.5% |
| 30D | +19.0% | -13.7% | +32.7% | +20.6% |
| 3M | +42.2% | -24.7% | +66.9% | +46.0% |
| 6M | +50.1% | -38.1% | +88.3% | +57.2% |
| YTD | -2.7% | -18.8% | +16.0% | -3.1% |
| 1Y | +7.6% | -19.5% | +27.1% | +7.1% |
| 3Y | -15.9% | +75.9% | -91.8% | -28.7% |
| 5Y | -24.4% | +173.1% | -197.5% | -42.5% |
| 10Y | +151.4% | +813.5% | -662.1% | +45.0% |
| All | +151.4% | +785.0% | -633.6% | +45.0% |
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