+15,648.9%
AMAT vs CCJ
+1,583.6%
+14,065.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -14.8% | +6.9% | -21.7% | -16.6% |
| 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% | +161.4% |
| 3Y | +202.3% | +171.3% | +31.0% | +115.0% |
| 5Y | +248.9% | +372.4% | -123.5% | +103.3% |
| 10Y | +1,585.2% | +1,070.0% | +515.2% | +583.7% |
| All | +15,648.9% | +1,583.6% | +14,065.2% | +3,822.0% |
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 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