+49.1%
ADP vs CCJ
+163.1%
-114.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -1.5% |
| 7D | +3.2% | -7.3% | +10.5% | +3.7% |
| 30D | +14.9% | -20.0% | +34.9% | +16.4% |
| 3M | +11.6% | -23.8% | +35.5% | +13.3% |
| 6M | +48.5% | -42.4% | +90.8% | +53.7% |
| YTD | +20.6% | -22.1% | +42.6% | +19.8% |
| 1Y | +23.7% | -20.8% | +44.5% | +22.5% |
| 3Y | +47.8% | +75.7% | -27.9% | +24.8% |
| All | +49.1% | +163.1% | -114.0% | +11.5% |
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