+351.8%
CCJ vs AME
+85.0%
+266.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.9% | +2.8% | +3.1% | +3.9% |
| 30D | +4.7% | -6.3% | +11.0% | +9.7% |
| 3M | -3.3% | +5.4% | -8.7% | -6.9% |
| 6M | -7.0% | +7.4% | -14.5% | -11.3% |
| YTD | +11.5% | +16.2% | -4.7% | +1.5% |
| 1Y | +32.3% | +26.8% | +5.5% | +13.3% |
| 3Y | +176.8% | +57.5% | +119.3% | +99.1% |
| 5Y | +351.8% | +84.8% | +266.9% | +182.3% |
| All | +351.8% | +85.0% | +266.8% | +182.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling