-38.6%
CCJ vs AMRZ
-21.3%
-17.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.8% |
| 7D | +5.0% | -4.0% | +9.1% | +6.5% |
| 30D | -16.7% | +12.4% | -29.1% | -20.4% |
| 3M | -27.5% | -11.5% | -16.0% | -24.9% |
| 6M | -38.6% | -21.6% | -17.0% | -35.1% |
| All | -38.6% | -21.3% | -17.3% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling