+173.1%
CCJ vs IT
-41.7%
+214.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.7% |
| 7D | +3.7% | -6.8% | +10.5% | +4.8% |
| 30D | -13.7% | -0.6% | -13.1% | -14.1% |
| 3M | -24.7% | +3.1% | -27.8% | -26.0% |
| 6M | -38.1% | +25.5% | -63.6% | -42.3% |
| YTD | -18.8% | -23.5% | +4.7% | -13.7% |
| 1Y | -19.5% | -16.6% | -2.9% | -17.4% |
| 3Y | +75.9% | -53.1% | +129.0% | +124.4% |
| 5Y | +173.1% | -41.4% | +214.5% | +188.2% |
| All | +173.1% | -41.7% | +214.8% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling