+169.4%
CCJ vs IT
-52.2%
+221.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | +4.2% | -9.1% | +13.3% | +4.5% |
| 30D | +3.2% | -12.2% | +15.3% | +3.6% |
| 3M | -1.8% | +7.8% | -9.6% | -2.0% |
| 6M | -13.5% | +2.0% | -15.5% | -13.5% |
| YTD | +9.7% | -32.7% | +42.5% | +16.1% |
| 1Y | +30.0% | -31.1% | +61.1% | +36.0% |
| All | +169.4% | -52.2% | +221.6% | +248.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling