+1,591.4%
AMAT vs CCJ
+1,044.2%
+547.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -14.8% | +6.9% | -21.7% | -16.7% |
| 3M | -9.3% | -11.6% | +2.4% | -5.9% |
| 6M | +27.4% | -16.2% | +43.6% | +33.7% |
| YTD | +77.6% | +10.1% | +67.5% | +72.0% |
| 1Y | +188.9% | +32.3% | +156.7% | +161.3% |
| 3Y | +202.3% | +171.3% | +31.0% | +114.4% |
| 5Y | +248.9% | +372.4% | -123.5% | +104.7% |
| All | +1,591.4% | +1,044.2% | +547.2% | +704.0% |
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