+179.9%
CCJ vs ARWR
-39.6%
+219.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +0.4% | -17.7% | +18.1% | +3.5% |
| 30D | -17.2% | -21.9% | +4.7% | -14.0% |
| 3M | -25.1% | -44.5% | +19.4% | -17.4% |
| 6M | -37.6% | -32.6% | -5.0% | -33.8% |
| YTD | -20.4% | -26.2% | +5.8% | -17.2% |
| 1Y | -22.5% | +23.0% | -45.5% | -26.5% |
| 3Y | +72.5% | +81.8% | -9.3% | +38.2% |
| 5Y | +179.9% | -36.0% | +215.9% | +171.2% |
| All | +179.9% | -39.6% | +219.5% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling