+10,957.2%
AMAT vs CCJ
+1,042.0%
+9,915.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.7% | -8.9% | -12.2% |
| 7D | -24.3% | -18.2% | -6.1% | -19.5% |
| 30D | -39.8% | -26.5% | -13.3% | -33.9% |
| 3M | -40.2% | -27.5% | -12.7% | -34.2% |
| 6M | -22.1% | -40.3% | +18.2% | -9.2% |
| YTD | +24.7% | -25.3% | +50.0% | +35.6% |
| 1Y | +33.3% | -28.1% | +61.4% | +46.4% |
| 3Y | +133.9% | +63.8% | +70.0% | +93.8% |
| 5Y | +117.1% | +156.3% | -39.2% | +52.4% |
| 10Y | +1,158.7% | +787.8% | +370.9% | +457.8% |
| All | +10,957.2% | +1,042.0% | +9,915.2% | +2,992.5% |
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