+1,082.1%
CCJ vs AME
+12,153.2%
-11,071.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -0.8% | +5.9% | -6.7% | -3.4% |
| 30D | -13.2% | -1.9% | -11.3% | -12.3% |
| 3M | -27.6% | -5.4% | -22.3% | -25.6% |
| 6M | -38.7% | +4.9% | -43.6% | -39.9% |
| YTD | -22.7% | +18.5% | -41.2% | -28.0% |
| 1Y | -17.6% | +25.5% | -43.0% | -25.2% |
| 3Y | +62.7% | +63.0% | -0.3% | +29.6% |
| 5Y | +159.7% | +78.3% | +81.4% | +98.9% |
| 10Y | +769.3% | +447.1% | +322.2% | +296.7% |
| All | +1,082.1% | +12,153.2% | -11,071.1% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling