+163.6%
CCJ vs ABCL
-23.2%
+186.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.7% | -3.0% |
| 7D | +5.0% | +4.4% | +0.6% | +4.3% |
| 30D | -16.7% | -7.9% | -8.8% | -15.7% |
| 3M | -27.5% | +12.2% | -39.7% | -29.3% |
| 6M | -38.6% | +134.7% | -173.4% | -48.2% |
| YTD | -21.5% | +239.8% | -261.3% | -38.4% |
| 1Y | -22.3% | +192.7% | -215.0% | -37.6% |
| 3Y | +69.9% | +187.6% | -117.7% | +25.3% |
| 5Y | +163.6% | -22.6% | +186.2% | +129.1% |
| All | +163.6% | -23.2% | +186.8% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling