+1,425.2%
AMAT vs CCJ
+785.0%
+640.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +5.4% |
| 7D | +7.0% | +3.7% | +3.3% | +6.1% |
| 30D | -20.6% | -13.7% | -6.9% | -16.5% |
| 3M | -24.8% | -24.7% | 0.0% | -17.7% |
| 6M | -10.7% | -38.1% | +27.4% | +3.8% |
| YTD | +54.3% | -18.8% | +73.0% | +64.7% |
| 1Y | +73.7% | -19.5% | +93.2% | +85.8% |
| 3Y | +168.4% | +75.9% | +92.5% | +117.2% |
| 5Y | +167.6% | +173.1% | -5.6% | +83.0% |
| 10Y | +1,425.2% | +813.5% | +611.7% | +651.4% |
| All | +1,425.2% | +785.0% | +640.2% | +651.4% |
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