+334.4%
AMD vs CCJ
+73.2%
+261.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.2% | +12.5% | +13.6% |
| 7D | +6.5% | +0.4% | +6.0% | +6.9% |
| 30D | -15.3% | -17.2% | +2.0% | -5.9% |
| 3M | +9.7% | -25.1% | +34.8% | +27.4% |
| 6M | +13.2% | -37.6% | +50.8% | +43.0% |
| YTD | +140.6% | -20.4% | +160.9% | +175.9% |
| 1Y | +111.2% | -22.5% | +133.7% | +144.2% |
| 3Y | +334.4% | +72.5% | +262.0% | +239.9% |
| All | +334.4% | +73.2% | +261.2% | +239.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling