+3,979.1%
CCJ vs A
+566.3%
+3,412.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.0% |
| 7D | +2.7% | +4.8% | -2.0% | +1.6% |
| 30D | -14.4% | +5.6% | -20.1% | -15.5% |
| 3M | -22.6% | +23.6% | -46.2% | -26.5% |
| 6M | -35.4% | +56.4% | -91.8% | -42.4% |
| YTD | -17.6% | +33.4% | -51.0% | -23.8% |
| 1Y | -18.1% | +23.7% | -41.9% | -22.9% |
| 3Y | +79.6% | +71.0% | +8.6% | +53.7% |
| 5Y | +175.3% | +16.8% | +158.4% | +156.5% |
| 10Y | +844.8% | +323.8% | +521.0% | +548.8% |
| All | +3,979.1% | +566.3% | +3,412.9% | +2,151.4% |
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