+313.7%
ADP vs CCJ
+859.4%
-545.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.0% |
| 7D | +1.1% | +2.7% | -1.6% | +0.7% |
| 30D | +11.5% | -14.4% | +25.9% | +13.2% |
| 3M | +12.0% | -22.6% | +34.7% | +14.8% |
| 6M | +43.8% | -35.4% | +79.2% | +49.8% |
| YTD | +20.1% | -17.6% | +37.7% | +19.5% |
| 1Y | +22.3% | -18.1% | +40.4% | +21.6% |
| 3Y | +43.3% | +79.6% | -36.3% | +20.8% |
| 5Y | +47.3% | +175.3% | -127.9% | +10.9% |
| 10Y | +313.7% | +844.8% | -531.1% | +125.6% |
| All | +313.7% | +859.4% | -545.7% | +125.6% |
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