+346.3%
CCJ vs ACI
-43.1%
+389.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +6.9% | +5.9% | +1.0% | +6.4% |
| 3M | -11.6% | -19.8% | +8.1% | -10.5% |
| 6M | -16.2% | -24.7% | +8.5% | -14.8% |
| YTD | +10.1% | -24.4% | +34.5% | +11.6% |
| 1Y | +32.3% | -31.5% | +63.8% | +35.6% |
| 3Y | +171.3% | -38.7% | +210.0% | +181.5% |
| All | +346.3% | -43.1% | +389.4% | +340.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling