+1,942.3%
CCJ vs GME
+1,495.6%
+446.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -0.8% | +2.9% | -3.7% | -1.0% |
| 30D | -13.2% | -4.8% | -8.4% | -12.9% |
| 3M | -27.6% | +39.2% | -66.8% | -29.3% |
| 6M | -38.7% | +17.1% | -55.8% | -39.5% |
| YTD | -22.7% | +28.7% | -51.4% | -24.3% |
| 1Y | -17.6% | +23.3% | -40.9% | -19.1% |
| 3Y | +62.7% | +112.9% | -50.2% | +41.6% |
| 5Y | +159.7% | -48.8% | +208.6% | +139.8% |
| 10Y | +769.3% | +478.2% | +291.2% | +272.1% |
| All | +1,942.3% | +1,495.6% | +446.7% | +625.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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