+1,583.6%
CCJ vs GEN
+5,387.2%
-3,803.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | +6.9% | +10.1% | -3.3% | +5.0% |
| 3M | -11.6% | +16.1% | -27.7% | -14.2% |
| 6M | -16.2% | +38.9% | -55.1% | -21.6% |
| YTD | +10.1% | +14.4% | -4.3% | +6.3% |
| 1Y | +32.3% | +5.9% | +26.4% | +29.3% |
| 3Y | +171.3% | +58.8% | +112.5% | +144.8% |
| 5Y | +372.4% | +24.7% | +347.7% | +340.8% |
| 10Y | +1,070.0% | +163.1% | +907.0% | +829.3% |
| All | +1,583.6% | +5,387.2% | -3,803.6% | +846.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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