+35.7%
CCJ vs AS
+133.7%
-98.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.0% |
| 7D | -18.2% | +7.1% | -25.3% | -19.8% |
| 30D | -26.5% | +12.8% | -39.4% | -29.1% |
| 3M | -27.5% | -14.7% | -12.8% | -24.6% |
| 6M | -40.3% | -9.9% | -30.4% | -39.0% |
| YTD | -25.3% | -16.1% | -9.2% | -22.7% |
| 1Y | -28.1% | +0.2% | -28.3% | -28.9% |
| All | +35.7% | +133.7% | -98.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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