+873.6%
ADM vs CCJ
+1,117.9%
-244.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.1% |
| 7D | -1.8% | +0.4% | -2.3% | -2.0% |
| 30D | -13.3% | -17.2% | +4.0% | -10.2% |
| 3M | -13.4% | -25.1% | +11.8% | -8.9% |
| 6M | -9.6% | -37.6% | +28.0% | -2.1% |
| YTD | +23.0% | -20.4% | +43.4% | +25.0% |
| 1Y | +27.4% | -22.5% | +49.9% | +29.7% |
| 3Y | +5.7% | +72.5% | -66.8% | -14.5% |
| 5Y | +22.1% | +179.9% | -157.8% | -15.3% |
| 10Y | +106.0% | +772.6% | -666.6% | -2.5% |
| All | +873.6% | +1,117.9% | -244.3% | +341.7% |
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