+432.3%
ASX vs CCJ
+369.1%
+63.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | +2.0% | +6.9% | -4.9% | -0.4% |
| 3M | -1.3% | -11.6% | +10.3% | +2.4% |
| 6M | +71.4% | -16.2% | +87.7% | +79.5% |
| YTD | +135.3% | +10.1% | +125.2% | +126.5% |
| 1Y | +267.5% | +32.3% | +235.2% | +228.8% |
| 3Y | +388.5% | +171.3% | +217.2% | +239.0% |
| All | +432.3% | +369.1% | +63.2% | +206.4% |
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