+72.5%
CCJ vs ARWR
+81.3%
-8.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | +0.4% | -17.7% | +18.1% | +2.4% |
| 30D | -17.2% | -21.9% | +4.7% | -15.1% |
| 3M | -25.1% | -44.5% | +19.4% | -20.2% |
| 6M | -37.6% | -32.6% | -5.0% | -35.1% |
| YTD | -20.4% | -26.2% | +5.8% | -18.0% |
| 1Y | -22.5% | +23.0% | -45.5% | -23.4% |
| 3Y | +72.5% | +81.8% | -9.3% | +59.2% |
| All | +72.5% | +81.3% | -8.8% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling