+1,697.2%
ACN vs CCJ
+3,448.3%
-1,751.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | +9.4% | +6.9% | +2.5% | +8.0% |
| 3M | +5.6% | -11.6% | +17.3% | +7.2% |
| 6M | -9.3% | -16.2% | +7.0% | -8.0% |
| YTD | -29.0% | +10.1% | -39.1% | -32.1% |
| 1Y | -24.7% | +32.3% | -56.9% | -31.3% |
| 3Y | -39.8% | +171.3% | -211.1% | -54.2% |
| 5Y | -40.9% | +372.4% | -413.3% | -61.5% |
| 10Y | +91.1% | +1,070.0% | -978.9% | -6.2% |
| All | +1,697.2% | +3,448.3% | -1,751.1% | +551.8% |
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