+48.5%
ADP vs CCJ
-39.4%
+87.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -0.2% |
| 7D | +3.2% | -7.3% | +10.5% | +1.6% |
| 30D | +14.9% | -20.0% | +34.9% | +9.8% |
| 3M | +11.6% | -23.8% | +35.5% | +6.0% |
| 6M | +48.5% | -42.4% | +90.8% | +36.5% |
| All | +48.5% | -39.4% | +87.8% | +36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling