+25.1%
ADM vs CCJ
+157.5%
-132.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -1.1% |
| 7D | -9.0% | -7.3% | -1.7% | -8.4% |
| 30D | -14.0% | -20.0% | +6.0% | -12.3% |
| 3M | -9.2% | -23.8% | +14.7% | -7.1% |
| 6M | -9.2% | -42.4% | +33.2% | -4.7% |
| YTD | +24.2% | -22.1% | +46.3% | +25.0% |
| 1Y | +27.0% | -20.8% | +47.8% | +27.3% |
| 3Y | +6.6% | +75.7% | -69.1% | -9.2% |
| All | +25.1% | +157.5% | -132.4% | -1.8% |
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 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