+263,909.3%
AMZN vs CCJ
+2,351.2%
+261,558.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -5.2% | +6.9% | -12.0% | -6.9% |
| 3M | +1.9% | -11.6% | +13.5% | +4.2% |
| 6M | +19.2% | -16.2% | +35.4% | +22.5% |
| YTD | +12.0% | +10.1% | +1.9% | +6.8% |
| 1Y | +9.7% | +32.3% | -22.6% | -1.6% |
| 3Y | +87.2% | +171.3% | -84.1% | +34.8% |
| 5Y | +48.7% | +372.4% | -323.7% | -10.8% |
| 10Y | +569.3% | +1,070.0% | -500.7% | +179.6% |
| All | +263,909.3% | +2,351.2% | +261,558.2% | +70,982.0% |
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