+214.2%
ARM vs CCJ
+82.3%
+131.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | 0.0% |
| 7D | +19.8% | +5.0% | +14.8% | +17.1% |
| 30D | -21.8% | -16.7% | -5.1% | -13.6% |
| 3M | -26.5% | -27.5% | +1.0% | -13.3% |
| 6M | -3.9% | -38.6% | +34.7% | +22.5% |
| YTD | +82.8% | -21.5% | +104.3% | +107.6% |
| 1Y | +34.3% | -22.3% | +56.6% | +52.7% |
| 3Y | +282.2% | +69.9% | +212.3% | +177.6% |
| All | +214.2% | +82.3% | +131.8% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling