+160.4%
CCJ vs ACI
-41.7%
+202.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +4.4% |
| 7D | -7.3% | -2.2% | -5.1% | -7.2% |
| 30D | -20.0% | +10.3% | -30.2% | -20.4% |
| 3M | -23.8% | +7.2% | -31.0% | -24.2% |
| 6M | -42.4% | -18.0% | -24.4% | -41.8% |
| YTD | -22.1% | -22.0% | -0.1% | -21.3% |
| 1Y | -20.8% | -23.4% | +2.5% | -19.9% |
| 3Y | +75.7% | -35.8% | +111.6% | +81.4% |
| All | +160.4% | -41.7% | +202.1% | +167.7% |
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 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