+629.2%
CCJ vs ACI
+32.8%
+596.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -0.8% | +2.3% | -3.1% | -1.0% |
| 30D | -13.2% | +1.2% | -14.4% | -13.4% |
| 3M | -27.6% | +6.8% | -34.4% | -28.2% |
| 6M | -38.7% | -18.7% | -20.0% | -37.8% |
| YTD | -22.7% | -20.2% | -2.5% | -21.7% |
| 1Y | -17.6% | -23.7% | +6.2% | -16.0% |
| 3Y | +62.7% | -31.6% | +94.3% | +67.1% |
| 5Y | +159.7% | -42.8% | +202.5% | +170.2% |
| All | +629.2% | +32.8% | +596.3% | +574.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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