+1,088.7%
ADM vs CCJ
+1,583.6%
-495.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +3.8% | +0.7% | +3.0% | +3.6% |
| 30D | +9.8% | +6.9% | +2.9% | +8.0% |
| 3M | +2.1% | -11.6% | +13.8% | +3.9% |
| 6M | +27.5% | -16.2% | +43.7% | +29.9% |
| YTD | +50.2% | +10.1% | +40.1% | +43.7% |
| 1Y | +40.6% | +32.3% | +8.3% | +27.4% |
| 3Y | +17.2% | +171.3% | -154.1% | -13.5% |
| 5Y | +61.9% | +372.4% | -310.5% | +0.1% |
| 10Y | +159.3% | +1,070.0% | -910.8% | +16.0% |
| All | +1,088.7% | +1,583.6% | -495.0% | +407.9% |
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