+70.9%
CCJ vs AMC
-57.0%
+127.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.0% |
| 7D | +3.7% | -2.8% | +6.5% | +3.7% |
| 30D | -13.7% | +14.0% | -27.7% | -14.1% |
| 3M | -24.7% | +42.5% | -67.2% | -25.5% |
| 6M | -38.1% | +142.6% | -180.7% | -40.0% |
| YTD | -18.8% | +119.2% | -138.0% | -21.1% |
| 1Y | -19.5% | +40.7% | -60.3% | -21.1% |
| All | +70.9% | -57.0% | +127.9% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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