+1,082.1%
CCJ vs HRB
+1,382.0%
-299.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.2% |
| 7D | -0.8% | -5.1% | +4.3% | +0.1% |
| 30D | -13.2% | +8.7% | -21.9% | -14.9% |
| 3M | -27.6% | -5.4% | -22.3% | -27.4% |
| 6M | -38.7% | +41.6% | -80.3% | -43.7% |
| YTD | -22.7% | +18.7% | -41.3% | -27.5% |
| 1Y | -17.6% | +16.4% | -34.0% | -22.5% |
| 3Y | +62.7% | +22.0% | +40.7% | +47.7% |
| 5Y | +159.7% | +141.2% | +18.5% | +98.6% |
| 10Y | +769.3% | +223.1% | +546.2% | +481.4% |
| All | +1,082.1% | +1,382.0% | -299.9% | +504.2% |
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 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