+1,056.5%
CCJ vs IT
+103.1%
+953.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.0% | -2.0% |
| 7D | -4.0% | -3.7% | -0.4% | -3.3% |
| 30D | -2.4% | +0.1% | -2.4% | -2.7% |
| 3M | -2.3% | +20.7% | -23.0% | -8.5% |
| 6M | -16.2% | +12.0% | -28.2% | -21.0% |
| YTD | +5.7% | -28.8% | +34.5% | +12.5% |
| 1Y | +21.3% | -25.5% | +46.8% | +25.9% |
| 3Y | +159.4% | -48.8% | +208.1% | +199.1% |
| 5Y | +300.7% | -42.7% | +343.4% | +334.7% |
| All | +1,056.5% | +103.1% | +953.4% | +774.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling