+32.0%
CCJ vs ACM
-47.1%
+79.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +4.7% | -12.9% | +17.6% | +7.9% |
| 3M | -3.3% | -6.4% | +3.1% | -2.3% |
| 6M | -7.0% | -29.2% | +22.2% | +1.0% |
| YTD | +11.5% | -29.9% | +41.4% | +21.2% |
| All | +32.0% | -47.1% | +79.1% | +45.9% |
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