+1,118.4%
CCJ vs ARWR
+1,011.1%
+107.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +5.9% | +2.9% | +3.1% | +5.6% |
| 30D | +4.7% | -2.9% | +7.6% | +5.1% |
| 3M | -3.3% | +15.2% | -18.5% | -5.0% |
| 6M | -7.0% | +42.3% | -49.3% | -10.9% |
| YTD | +11.5% | +28.2% | -16.7% | +7.8% |
| 1Y | +32.3% | +213.2% | -181.0% | +15.5% |
| 3Y | +176.8% | +184.6% | -7.8% | +132.3% |
| 5Y | +351.8% | +29.2% | +322.5% | +298.3% |
| All | +1,118.4% | +1,011.1% | +107.3% | +891.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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