+3,033.1%
CAH vs CCJ
+1,583.6%
+1,449.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.4% | +0.7% | +4.7% | +5.3% |
| 30D | +3.3% | +6.9% | -3.5% | +2.3% |
| 3M | +22.8% | -11.6% | +34.4% | +24.4% |
| 6M | +11.3% | -16.2% | +27.5% | +12.8% |
| YTD | +21.1% | +10.1% | +11.0% | +17.4% |
| 1Y | +67.2% | +32.3% | +35.0% | +55.9% |
| 3Y | +195.6% | +171.3% | +24.3% | +138.5% |
| 5Y | +413.8% | +372.4% | +41.4% | +265.7% |
| 10Y | +309.6% | +1,070.0% | -760.5% | +135.0% |
| All | +3,033.1% | +1,583.6% | +1,449.5% | +1,368.1% |
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 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