-25.9%
CCJ vs ACM
-46.6%
+20.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -1.7% |
| 7D | -14.5% | +9.5% | -24.0% | -15.9% |
| 30D | -18.1% | +14.7% | -32.8% | -20.0% |
| 3M | -23.0% | -9.5% | -13.5% | -21.5% |
| 6M | -39.4% | -18.0% | -21.3% | -36.5% |
| YTD | -21.7% | -27.3% | +5.6% | -15.7% |
| 1Y | -25.9% | -47.0% | +21.1% | -19.3% |
| All | -25.9% | -46.6% | +20.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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