+472.4%
CCJ vs ABCL
-79.5%
+551.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +4.9% |
| 7D | +2.7% | +12.4% | -9.7% | +0.9% |
| 30D | -14.4% | -0.4% | -14.1% | -14.5% |
| 3M | -22.6% | +80.4% | -103.0% | -30.0% |
| 6M | -35.4% | +138.5% | -174.0% | -44.7% |
| YTD | -17.6% | +265.5% | -283.1% | -34.2% |
| 1Y | -18.1% | +219.7% | -237.8% | -33.5% |
| 3Y | +79.6% | +209.4% | -129.8% | +36.6% |
| 5Y | +175.3% | -15.0% | +190.3% | +139.9% |
| All | +472.4% | -79.5% | +551.9% | +425.4% |
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