+273,029.3%
AMZN vs CCJ
+1,646.5%
+271,382.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.3% |
| 7D | +2.8% | +5.0% | -2.3% | +1.5% |
| 30D | +3.4% | -16.7% | +20.1% | +7.8% |
| 3M | +0.1% | -27.5% | +27.6% | +7.5% |
| 6M | +0.6% | -38.6% | +39.2% | +11.8% |
| YTD | +15.9% | -21.5% | +37.4% | +19.5% |
| 1Y | +9.5% | -22.3% | +31.8% | +12.9% |
| 3Y | +86.3% | +69.9% | +16.4% | +50.5% |
| 5Y | +51.7% | +163.6% | -111.9% | +5.5% |
| 10Y | +623.8% | +782.3% | -158.5% | +223.5% |
| All | +273,029.3% | +1,646.5% | +271,382.8% | +79,399.9% |
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