+163.9%
CCJ vs AR
+99.4%
+64.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | +7.4% | -8.2% | -2.7% |
| 30D | -13.2% | +5.8% | -18.9% | -14.7% |
| 3M | -27.6% | +5.2% | -32.9% | -29.1% |
| 6M | -38.7% | +5.4% | -44.1% | -40.4% |
| YTD | -22.7% | +12.4% | -35.1% | -27.5% |
| 1Y | -17.6% | +12.8% | -30.4% | -22.9% |
| 3Y | +62.7% | +47.2% | +15.5% | +35.4% |
| All | +163.9% | +99.4% | +64.6% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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