+1,370.8%
AMAT vs CCJ
+802.9%
+567.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.6% |
| 7D | -2.5% | +0.4% | -2.9% | -2.3% |
| 30D | -26.5% | -17.2% | -9.3% | -21.7% |
| 3M | -28.6% | -25.1% | -3.5% | -21.8% |
| 6M | -14.2% | -37.6% | +23.3% | -0.6% |
| YTD | +45.5% | -20.4% | +65.8% | +56.2% |
| 1Y | +59.3% | -22.5% | +81.9% | +72.3% |
| 3Y | +153.1% | +72.5% | +80.6% | +106.2% |
| 5Y | +158.2% | +179.9% | -21.7% | +75.9% |
| 10Y | +1,370.8% | +772.6% | +598.2% | +652.0% |
| All | +1,370.8% | +802.9% | +567.9% | +652.0% |
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