-25.9%
CCJ vs INDA
-7.3%
-18.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -3.6% |
| 7D | -14.5% | +6.9% | -21.4% | -19.9% |
| 30D | -18.1% | +7.4% | -25.5% | -23.6% |
| 3M | -23.0% | -1.0% | -22.0% | -22.1% |
| 6M | -39.4% | +2.9% | -42.3% | -40.9% |
| YTD | -21.7% | -7.4% | -14.2% | -17.4% |
| 1Y | -25.9% | -7.4% | -18.5% | -22.5% |
| All | -25.9% | -7.3% | -18.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling