+175.3%
CCJ vs A
+16.0%
+159.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.6% |
| 7D | +2.7% | +4.8% | -2.0% | +1.1% |
| 30D | -14.4% | +5.6% | -20.1% | -15.9% |
| 3M | -22.6% | +23.6% | -46.2% | -28.1% |
| 6M | -35.4% | +56.4% | -91.8% | -45.1% |
| YTD | -17.6% | +33.4% | -51.0% | -26.2% |
| 1Y | -18.1% | +23.7% | -41.9% | -24.6% |
| 3Y | +79.6% | +71.0% | +8.6% | +37.6% |
| 5Y | +175.3% | +16.8% | +158.4% | +133.3% |
| All | +175.3% | +16.0% | +159.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling