+1,583.6%
CCJ vs ARWR
-75.0%
+1,658.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | +1.7% | -1.0% | +0.7% |
| 30D | +6.9% | -0.7% | +7.5% | +6.9% |
| 3M | -11.6% | +14.9% | -26.5% | -11.8% |
| 6M | -16.2% | +32.6% | -48.8% | -16.4% |
| YTD | +10.1% | +30.0% | -19.9% | +9.9% |
| 1Y | +32.3% | +208.4% | -176.1% | +31.1% |
| 3Y | +171.3% | +208.8% | -37.5% | +168.0% |
| 5Y | +372.4% | +27.8% | +344.6% | +368.6% |
| 10Y | +1,070.0% | +1,107.6% | -37.5% | +1,043.2% |
| All | +1,583.6% | -75.0% | +1,658.6% | +1,613.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling