+5,352.2%
CCJ vs A
+457.0%
+4,895.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.7% | -1.9% | +2.7% | +1.2% |
| 30D | +6.9% | +6.9% | 0.0% | +5.2% |
| 3M | -11.6% | +9.2% | -20.9% | -13.6% |
| 6M | -16.2% | +25.7% | -41.9% | -21.2% |
| YTD | +10.1% | +11.5% | -1.4% | +6.4% |
| 1Y | +32.3% | +18.4% | +13.9% | +25.6% |
| 3Y | +171.3% | +26.6% | +144.7% | +149.7% |
| 5Y | +372.4% | -12.8% | +385.2% | +371.6% |
| 10Y | +1,070.0% | +247.2% | +822.9% | +742.3% |
| All | +5,352.2% | +457.0% | +4,895.1% | +3,043.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling