+938.5%
CCJ vs ACI
+25.9%
+912.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -11.6% | -19.8% | +8.1% | -10.1% |
| 6M | -16.2% | -24.7% | +8.5% | -14.4% |
| YTD | +10.1% | -24.4% | +34.5% | +12.2% |
| 1Y | +32.3% | -31.5% | +63.8% | +36.3% |
| 3Y | +171.3% | -38.7% | +210.0% | +182.9% |
| 5Y | +372.4% | -42.8% | +415.2% | +388.4% |
| All | +938.5% | +25.9% | +912.6% | +866.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling