-22.3%
CCJ vs ACM
-46.1%
+23.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | +5.0% | +5.1% | 0.0% | +4.1% |
| 30D | -16.7% | +18.7% | -35.3% | -19.2% |
| 3M | -27.5% | +15.5% | -43.0% | -29.7% |
| 6M | -38.6% | +1.2% | -39.8% | -39.1% |
| YTD | -21.5% | -25.2% | +3.7% | -16.0% |
| 1Y | -22.3% | -46.3% | +24.0% | -13.2% |
| All | -22.3% | -46.1% | +23.8% | -13.2% |
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