+398.3%
CAH vs CCJ
+326.6%
+71.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.5% |
| 7D | -5.1% | -3.2% | -1.9% | -4.9% |
| 30D | -1.8% | -1.3% | -0.4% | -1.7% |
| 3M | +9.4% | +2.5% | +6.8% | +9.0% |
| 6M | +9.2% | -18.9% | +28.1% | +10.3% |
| YTD | +15.7% | +6.5% | +9.2% | +13.8% |
| 1Y | +59.7% | +22.8% | +36.9% | +53.9% |
| 3Y | +178.5% | +164.5% | +14.0% | +138.6% |
| 5Y | +398.3% | +303.7% | +94.5% | +301.1% |
| All | +398.3% | +326.6% | +71.7% | +301.1% |
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