+38.9%
CCJ vs AMRZ
-20.1%
+59.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.0% | -7.5% | +3.5% | -1.6% |
| 30D | -2.4% | -12.4% | +10.0% | +1.8% |
| 3M | -2.3% | -22.4% | +20.1% | +5.3% |
| 6M | -16.2% | -29.5% | +13.3% | -7.5% |
| YTD | +5.7% | -24.1% | +29.8% | +15.4% |
| 1Y | +21.3% | -26.3% | +47.5% | +31.1% |
| All | +38.9% | -20.1% | +59.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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