+1,583.6%
CCJ vs HRB
+1,353.9%
+229.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | +0.7% | -5.7% | +6.4% | +1.9% |
| 30D | +6.9% | +7.9% | -1.0% | +4.9% |
| 3M | -11.6% | +32.1% | -43.8% | -17.1% |
| 6M | -16.2% | +62.2% | -78.5% | -25.7% |
| YTD | +10.1% | +16.4% | -6.3% | +4.2% |
| 1Y | +32.3% | -0.3% | +32.5% | +28.8% |
| 3Y | +171.3% | +36.0% | +135.3% | +141.3% |
| 5Y | +372.4% | +125.2% | +247.2% | +268.3% |
| 10Y | +1,070.0% | +237.7% | +832.4% | +678.0% |
| All | +1,583.6% | +1,353.9% | +229.8% | +769.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling