+251.2%
CCJ vs INDA
+121.8%
+129.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.8% | +1.1% | -1.9% | -1.4% |
| 30D | -13.2% | +9.4% | -22.6% | -17.6% |
| 3M | -27.6% | +2.9% | -30.6% | -28.9% |
| 6M | -38.7% | +7.2% | -45.9% | -41.0% |
| YTD | -22.7% | -4.8% | -17.9% | -20.5% |
| 1Y | -17.6% | -5.1% | -12.5% | -15.1% |
| 3Y | +62.7% | +16.7% | +46.0% | +49.8% |
| 5Y | +159.7% | +8.8% | +151.0% | +149.2% |
| 10Y | +769.3% | +116.2% | +653.1% | +487.1% |
| All | +251.2% | +121.8% | +129.4% | +137.1% |
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