+126.7%
AMAT vs CCJ
+163.1%
-36.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +2.6% |
| 7D | -14.7% | -7.3% | -7.4% | -12.0% |
| 30D | -36.1% | -20.0% | -16.1% | -30.3% |
| 3M | -36.9% | -23.8% | -13.0% | -30.1% |
| 6M | -22.2% | -42.4% | +20.2% | -4.8% |
| YTD | +29.9% | -22.1% | +52.0% | +42.2% |
| 1Y | +43.3% | -20.8% | +64.1% | +55.8% |
| 3Y | +142.7% | +75.7% | +66.9% | +84.2% |
| All | +126.7% | +163.1% | -36.4% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling