+46.6%
CCJ vs CAI
-8.1%
+54.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +5.9% | +0.2% | +5.8% | +5.9% |
| 30D | +4.7% | +9.1% | -4.4% | +3.0% |
| 3M | -3.3% | +53.8% | -57.1% | -11.4% |
| 6M | -7.0% | +33.5% | -40.5% | -13.3% |
| YTD | +11.5% | -8.0% | +19.5% | +10.0% |
| 1Y | +32.3% | -28.7% | +61.0% | +33.2% |
| All | +46.6% | -8.1% | +54.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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