+167.9%
CCJ vs HRB
+144.1%
+23.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | +5.0% | -7.8% | +12.8% | +5.0% |
| 30D | -16.7% | +15.7% | -32.4% | -16.8% |
| 3M | -27.5% | -5.5% | -22.0% | -27.4% |
| 6M | -38.6% | +41.1% | -79.8% | -39.1% |
| YTD | -21.5% | +20.4% | -41.9% | -20.2% |
| 1Y | -22.3% | +15.2% | -37.5% | -20.5% |
| 3Y | +69.9% | +24.3% | +45.6% | +64.9% |
| All | +167.9% | +144.1% | +23.8% | +115.8% |
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