-23.9%
ACN vs CCJ
+178.4%
-202.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.1% | -2.8% |
| 7D | -2.5% | +2.7% | -5.2% | -2.7% |
| 30D | +22.6% | -14.4% | +37.1% | +23.9% |
| 3M | +45.9% | -22.6% | +68.5% | +48.5% |
| 6M | +43.8% | -35.4% | +79.3% | +48.6% |
| YTD | -2.5% | -17.6% | +15.2% | -3.6% |
| 1Y | +6.5% | -18.1% | +24.6% | +5.2% |
| 3Y | -14.2% | +79.6% | -93.7% | -29.1% |
| All | -23.9% | +178.4% | -202.2% | -45.6% |
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