+4,588.7%
AMD vs CCJ
+1,042.0%
+3,546.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.7% | -12.6% | -15.6% |
| 7D | -28.6% | -18.2% | -10.4% | -22.8% |
| 30D | -37.7% | -26.5% | -11.2% | -29.9% |
| 3M | -16.1% | -27.5% | +11.4% | -5.4% |
| 6M | +13.8% | -40.3% | +54.1% | +38.7% |
| YTD | +88.8% | -25.3% | +114.1% | +112.4% |
| 1Y | +57.8% | -28.1% | +85.9% | +79.6% |
| 3Y | +260.3% | +63.8% | +196.4% | +193.0% |
| 5Y | +196.6% | +156.3% | +40.3% | +98.2% |
| 10Y | +6,064.6% | +787.8% | +5,276.9% | +2,153.6% |
| All | +4,588.7% | +1,042.0% | +3,546.7% | +1,302.9% |
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 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