+292.5%
CCJ vs AMC
-97.7%
+390.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.3% |
| 7D | -7.3% | +2.6% | -9.9% | -7.4% |
| 30D | -20.0% | +9.0% | -29.0% | -20.2% |
| 3M | -23.8% | +22.2% | -46.0% | -24.4% |
| 6M | -42.4% | +91.5% | -133.9% | -44.0% |
| YTD | -22.1% | +101.3% | -123.4% | -24.6% |
| 1Y | -20.8% | +20.8% | -41.6% | -22.1% |
| 3Y | +75.7% | -71.3% | +147.1% | +77.4% |
| 5Y | +167.4% | -99.2% | +266.7% | +189.5% |
| 10Y | +826.3% | -98.7% | +925.0% | +919.5% |
| All | +292.5% | -97.7% | +390.2% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling