-22.5%
CCJ vs ARWR
+20.0%
-42.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +0.4% | -17.7% | +18.1% | +4.1% |
| 30D | -17.2% | -21.9% | +4.7% | -13.2% |
| 3M | -25.1% | -44.5% | +19.4% | -15.1% |
| 6M | -37.6% | -32.6% | -5.0% | -32.7% |
| YTD | -20.4% | -26.2% | +5.8% | -16.0% |
| 1Y | -22.5% | +23.0% | -45.5% | -23.3% |
| All | -22.5% | +20.0% | -42.5% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling