+1,082.1%
CCJ vs IT
+609.2%
+472.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -13.2% | -1.8% | -11.3% | -13.3% |
| 3M | -27.6% | +4.8% | -32.5% | -29.1% |
| 6M | -38.7% | +33.0% | -71.7% | -43.6% |
| YTD | -22.7% | -23.8% | +1.1% | -21.8% |
| 1Y | -17.6% | -16.5% | -1.1% | -18.3% |
| 3Y | +62.7% | -53.6% | +116.3% | +79.4% |
| 5Y | +159.7% | -42.1% | +201.9% | +172.0% |
| 10Y | +769.3% | +90.1% | +679.2% | +606.0% |
| All | +1,082.1% | +609.2% | +472.9% | +587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling