+3,081.3%
ADP vs CCJ
+1,583.6%
+1,497.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | +0.7% | -4.2% | -3.5% |
| 30D | +2.8% | +6.9% | -4.1% | +1.7% |
| 3M | +20.9% | -11.6% | +32.6% | +22.3% |
| 6M | +29.9% | -16.2% | +46.1% | +31.3% |
| YTD | +9.6% | +10.1% | -0.5% | +5.7% |
| 1Y | -5.3% | +32.3% | -37.5% | -12.2% |
| 3Y | +16.5% | +171.3% | -154.8% | -7.2% |
| 5Y | +49.4% | +372.4% | -323.0% | +4.7% |
| 10Y | +282.2% | +1,070.0% | -787.8% | +115.3% |
| All | +3,081.3% | +1,583.6% | +1,497.7% | +1,695.6% |
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 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