+795.6%
CCJ vs A
+311.0%
+484.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | -17.2% | +4.3% | -21.6% | -18.4% |
| 3M | -25.1% | +19.8% | -44.9% | -29.9% |
| 6M | -37.6% | +54.4% | -92.0% | -47.1% |
| YTD | -20.4% | +31.7% | -52.1% | -28.8% |
| 1Y | -22.5% | +22.4% | -45.0% | -28.8% |
| 3Y | +72.5% | +67.7% | +4.8% | +34.6% |
| 5Y | +179.9% | +15.7% | +164.1% | +148.6% |
| All | +795.6% | +311.0% | +484.7% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling