+75.7%
CCJ vs ACM
-12.3%
+88.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -7.3% | +5.4% | -12.7% | -9.2% |
| 30D | -20.0% | +15.1% | -35.1% | -24.2% |
| 3M | -23.8% | -10.5% | -13.4% | -21.0% |
| 6M | -42.4% | -19.7% | -22.7% | -37.4% |
| YTD | -22.1% | -28.8% | +6.8% | -11.3% |
| 1Y | -20.8% | -47.9% | +27.0% | +5.7% |
| 3Y | +75.7% | -12.4% | +88.1% | +83.0% |
| All | +75.7% | -12.3% | +88.0% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling