+1,583.6%
CCJ vs IT
+588.0%
+995.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.0% |
| 7D | +0.7% | -6.0% | +6.8% | +1.9% |
| 30D | +6.9% | 0.0% | +6.9% | +6.7% |
| 3M | -11.6% | +13.1% | -24.7% | -15.0% |
| 6M | -16.2% | +11.7% | -27.9% | -20.0% |
| YTD | +10.1% | -26.1% | +36.2% | +13.1% |
| 1Y | +32.3% | -21.3% | +53.5% | +33.3% |
| 3Y | +171.3% | -46.7% | +218.0% | +192.4% |
| 5Y | +372.4% | -40.5% | +412.9% | +396.0% |
| 10Y | +1,070.0% | +103.9% | +966.1% | +846.9% |
| All | +1,583.6% | +588.0% | +995.6% | +894.5% |
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 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