+89.1%
CCJ vs ACM
+250.7%
-161.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +3.1% |
| 7D | +2.7% | +6.9% | -4.2% | -0.7% |
| 30D | -14.4% | +19.1% | -33.5% | -21.7% |
| 3M | -22.6% | -6.9% | -15.7% | -20.9% |
| 6M | -35.4% | -12.0% | -23.4% | -32.7% |
| YTD | -17.6% | -25.1% | +7.5% | -7.7% |
| 1Y | -18.1% | -45.4% | +27.3% | +7.3% |
| 3Y | +79.6% | -6.9% | +86.5% | +77.1% |
| 5Y | +175.3% | +3.7% | +171.5% | +158.4% |
| 10Y | +844.8% | +135.8% | +709.0% | +434.2% |
| All | +89.1% | +250.7% | -161.5% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling