+6.7%
AMZN vs CCJ
-26.2%
+32.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.3% |
| 7D | +4.5% | -14.5% | +19.0% | +7.0% |
| 30D | +5.8% | -18.1% | +23.9% | +9.0% |
| 3M | -4.1% | -23.0% | +18.9% | -0.6% |
| 6M | -2.2% | -39.4% | +37.2% | +5.0% |
| YTD | +15.3% | -21.7% | +36.9% | +15.8% |
| 1Y | +6.7% | -25.9% | +32.6% | +8.7% |
| All | +6.7% | -26.2% | +32.9% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling