+464.5%
CCJ vs ABCL
-80.4%
+544.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.6% |
| 7D | +3.7% | -2.7% | +6.4% | +4.1% |
| 30D | -13.7% | -5.4% | -8.3% | -13.1% |
| 3M | -24.7% | +22.4% | -47.2% | -27.4% |
| 6M | -38.1% | +127.6% | -165.8% | -46.6% |
| YTD | -18.8% | +249.4% | -268.2% | -34.7% |
| 1Y | -19.5% | +198.0% | -217.5% | -33.9% |
| 3Y | +75.9% | +195.8% | -119.9% | +34.7% |
| 5Y | +173.1% | -20.6% | +193.7% | +140.1% |
| All | +464.5% | -80.4% | +544.9% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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