+342.9%
CCJ vs ACM
+2.7%
+340.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | +0.1% |
| 7D | +4.2% | -3.7% | +7.9% | +6.3% |
| 30D | +3.2% | -12.7% | +15.8% | +9.9% |
| 3M | -1.8% | -9.8% | +8.0% | +2.1% |
| 6M | -13.5% | -31.4% | +17.9% | +5.6% |
| YTD | +9.7% | -32.1% | +41.8% | +33.2% |
| 1Y | +30.0% | -47.8% | +77.8% | +85.9% |
| 3Y | +172.6% | -22.1% | +194.7% | +182.3% |
| 5Y | +342.9% | +1.8% | +341.1% | +275.5% |
| All | +342.9% | +2.7% | +340.2% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling