+400.2%
CCJ vs INDA
+115.1%
+285.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | +6.9% | -0.8% | +7.7% | +7.4% |
| 3M | -11.6% | +3.9% | -15.6% | -13.4% |
| 6M | -16.2% | -0.7% | -15.5% | -15.6% |
| YTD | +10.1% | -7.7% | +17.8% | +15.3% |
| 1Y | +32.3% | -5.1% | +37.4% | +36.4% |
| 3Y | +171.3% | +13.6% | +157.7% | +153.7% |
| 5Y | +372.4% | +7.8% | +364.6% | +357.2% |
| 10Y | +1,070.0% | +84.6% | +985.4% | +753.4% |
| All | +400.2% | +115.1% | +285.1% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling