+1,099.7%
CCJ vs AME
+425.2%
+674.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | +4.2% | +1.3% | +2.9% | +3.4% |
| 30D | +3.2% | -6.6% | +9.8% | +7.6% |
| 3M | -1.8% | +3.0% | -4.8% | -3.5% |
| 6M | -13.5% | +5.3% | -18.8% | -15.9% |
| YTD | +9.7% | +15.4% | -5.7% | +1.7% |
| 1Y | +30.0% | +26.8% | +3.2% | +13.6% |
| 3Y | +172.6% | +56.5% | +116.1% | +108.2% |
| 5Y | +342.9% | +85.2% | +257.7% | +205.0% |
| 10Y | +1,099.7% | +428.5% | +671.2% | +408.0% |
| All | +1,099.7% | +425.2% | +674.5% | +408.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling