+157.0%
CCJ vs AMC
-99.3%
+256.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.2% |
| 7D | -7.3% | +2.6% | -9.9% | -7.5% |
| 30D | -20.0% | +9.0% | -29.0% | -20.4% |
| 3M | -23.8% | +22.2% | -46.0% | -25.0% |
| 6M | -42.4% | +91.5% | -133.9% | -45.6% |
| YTD | -22.1% | +101.3% | -123.4% | -27.0% |
| 1Y | -20.8% | +20.8% | -41.6% | -23.4% |
| 3Y | +75.7% | -71.3% | +147.1% | +83.4% |
| All | +157.0% | -99.3% | +256.2% | +268.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling