+3,922.3%
CCJ vs A
+554.3%
+3,368.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +3.7% | -0.1% | +3.8% | +3.8% |
| 30D | -13.7% | +3.3% | -17.0% | -14.3% |
| 3M | -24.7% | +18.5% | -43.3% | -27.8% |
| 6M | -38.1% | +59.3% | -97.4% | -45.0% |
| YTD | -18.8% | +31.0% | -49.8% | -24.5% |
| 1Y | -19.5% | +19.3% | -38.8% | -23.5% |
| 3Y | +75.9% | +66.8% | +9.1% | +51.5% |
| 5Y | +173.1% | +15.5% | +157.6% | +155.2% |
| 10Y | +813.5% | +312.3% | +501.1% | +531.2% |
| All | +3,922.3% | +554.3% | +3,368.0% | +2,129.9% |
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