+30.0%
CCJ vs ACI
-35.6%
+65.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.0% |
| 7D | +4.2% | -5.0% | +9.2% | +3.2% |
| 30D | +3.2% | -2.3% | +5.5% | +2.8% |
| 3M | -1.8% | -23.2% | +21.4% | -7.0% |
| 6M | -13.5% | -29.5% | +15.9% | -19.9% |
| YTD | +9.7% | -28.6% | +38.4% | +2.1% |
| 1Y | +30.0% | -34.0% | +64.0% | +6.2% |
| All | +30.0% | -35.6% | +65.6% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling