+45.8%
ADP vs CCJ
+346.5%
-300.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.6% |
| 7D | -5.5% | +5.9% | -11.4% | -5.8% |
| 30D | -1.2% | +4.7% | -5.9% | -1.6% |
| 3M | +17.9% | -3.3% | +21.2% | +18.0% |
| 6M | +20.3% | -7.0% | +27.4% | +20.2% |
| YTD | +5.8% | +11.5% | -5.6% | +3.2% |
| 1Y | -7.7% | +32.3% | -40.0% | -12.4% |
| 3Y | +14.7% | +176.8% | -162.1% | -5.1% |
| 5Y | +45.8% | +351.8% | -306.0% | +7.3% |
| All | +45.8% | +346.5% | -300.7% | +7.3% |
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