+137.3%
ADBE vs CCJ
+765.4%
-628.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | +1.0% | -13.2% | +14.2% | +2.9% |
| 3M | -10.1% | -27.6% | +17.5% | -6.2% |
| 6M | +3.0% | -38.7% | +41.7% | +9.6% |
| YTD | -30.5% | -22.7% | -7.9% | -30.0% |
| 1Y | -27.1% | -17.6% | -9.6% | -27.6% |
| 3Y | -58.8% | +62.7% | -121.5% | -65.7% |
| 5Y | -63.0% | +159.7% | -222.8% | -73.0% |
| All | +137.3% | +765.4% | -628.0% | +35.4% |
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