+303.2%
CCJ vs ITOT
+72.8%
+230.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.1% |
| 7D | -3.2% | -2.0% | -1.1% | -0.4% |
| 30D | -1.3% | -2.0% | +0.6% | +1.5% |
| 3M | +2.5% | +4.5% | -2.0% | -3.0% |
| 6M | -18.9% | +12.6% | -31.5% | -29.7% |
| YTD | +6.5% | +12.0% | -5.5% | -6.6% |
| 1Y | +22.8% | +17.3% | +5.6% | +2.2% |
| 3Y | +164.5% | +75.2% | +89.2% | +35.4% |
| All | +303.2% | +72.8% | +230.4% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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