-25.9%
CCJ vs IT
-17.9%
-8.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.0% |
| 7D | -14.5% | -5.5% | -9.0% | -15.0% |
| 30D | -18.1% | +10.3% | -28.4% | -16.7% |
| 3M | -23.0% | +11.5% | -34.5% | -21.4% |
| 6M | -39.4% | +40.3% | -79.7% | -35.3% |
| YTD | -21.7% | -17.9% | -3.8% | -23.9% |
| 1Y | -25.9% | -8.8% | -17.1% | -28.7% |
| All | -25.9% | -17.9% | -8.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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