-19.5%
CCJ vs ACI
-23.0%
+3.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +1.7% |
| 7D | +3.7% | -5.3% | +9.0% | +2.5% |
| 30D | -13.7% | +5.0% | -18.7% | -12.6% |
| 3M | -24.7% | +7.5% | -32.2% | -23.3% |
| 6M | -38.1% | -16.0% | -22.1% | -40.0% |
| YTD | -18.8% | -20.6% | +1.9% | -23.2% |
| 1Y | -19.5% | -23.5% | +4.0% | -23.7% |
| All | -19.5% | -23.0% | +3.5% | -23.7% |
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 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