+935.1%
CCJ vs ACI
+18.9%
+916.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.3% |
| 7D | +4.2% | -5.0% | +9.2% | +4.7% |
| 30D | +3.2% | -2.3% | +5.5% | +3.4% |
| 3M | -1.8% | -23.2% | +21.4% | +0.3% |
| 6M | -13.5% | -29.5% | +15.9% | -11.1% |
| YTD | +9.7% | -28.6% | +38.4% | +12.4% |
| 1Y | +30.0% | -34.0% | +64.0% | +34.2% |
| 3Y | +172.6% | -45.0% | +217.6% | +188.2% |
| 5Y | +342.9% | -44.0% | +387.0% | +357.9% |
| All | +935.1% | +18.9% | +916.2% | +868.7% |
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