+363.2%
CCJ vs AR
-33.4%
+396.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.5% |
| 7D | -7.3% | -14.3% | +7.0% | -4.2% |
| 30D | -20.0% | +1.4% | -21.4% | -20.3% |
| 3M | -23.8% | +3.4% | -27.2% | -24.7% |
| 6M | -42.4% | -2.1% | -40.3% | -42.7% |
| YTD | -22.1% | +4.7% | -26.8% | -24.4% |
| 1Y | -20.8% | +10.6% | -31.4% | -24.2% |
| 3Y | +75.7% | +24.6% | +51.1% | +60.6% |
| 5Y | +167.4% | +71.9% | +95.6% | +123.1% |
| 10Y | +826.3% | +46.4% | +780.0% | +757.5% |
| All | +363.2% | -33.4% | +396.6% | +449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling