+300.2%
CCJ vs HRB
+114.1%
+186.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.0% | -8.0% | +4.0% | -3.9% |
| 30D | -2.4% | -16.0% | +13.6% | -2.1% |
| 3M | -2.3% | +26.9% | -29.2% | -3.1% |
| 6M | -16.2% | +51.1% | -67.3% | -18.0% |
| YTD | +5.7% | +7.1% | -1.4% | +7.5% |
| 1Y | +21.3% | -9.6% | +30.9% | +25.8% |
| 3Y | +159.4% | +25.4% | +134.0% | +143.2% |
| All | +300.2% | +114.1% | +186.1% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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