+766.3%
CCJ vs ACM
+131.3%
+635.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +5.0% | +5.1% | 0.0% | +2.6% |
| 30D | -16.7% | +18.7% | -35.3% | -23.4% |
| 3M | -27.5% | +15.5% | -43.0% | -33.0% |
| 6M | -38.6% | +1.2% | -39.8% | -40.2% |
| YTD | -21.5% | -25.2% | +3.7% | -11.9% |
| 1Y | -22.3% | -46.3% | +24.0% | +3.1% |
| 3Y | +69.9% | -9.6% | +79.4% | +69.4% |
| 5Y | +163.6% | +4.4% | +159.2% | +145.3% |
| All | +766.3% | +131.3% | +635.0% | +459.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling