-38.1%
CCJ vs ACI
-16.7%
-21.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +1.7% |
| 7D | +3.7% | -5.3% | +9.0% | +2.7% |
| 30D | -13.7% | +5.0% | -18.7% | -12.9% |
| 3M | -24.7% | +7.5% | -32.2% | -23.7% |
| 6M | -38.1% | -16.0% | -22.1% | -40.6% |
| All | -38.1% | -16.7% | -21.4% | -40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling