-61.5%
ADBE vs CCJ
+347.8%
-409.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -8.9% | +4.2% | -13.1% | -9.5% |
| 30D | -6.6% | +3.2% | -9.8% | -7.2% |
| 3M | +7.1% | -1.8% | +9.0% | +6.9% |
| 6M | -9.8% | -13.5% | +3.8% | -8.6% |
| YTD | -27.2% | +9.7% | -36.9% | -30.3% |
| 1Y | -28.0% | +30.0% | -58.0% | -34.5% |
| 3Y | -54.5% | +172.6% | -227.1% | -67.4% |
| 5Y | -61.5% | +342.9% | -404.4% | -77.1% |
| All | -61.5% | +347.8% | -409.3% | -77.1% |
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