+1,401.4%
CCJ vs ITOT
+885.8%
+515.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | +4.2% | -0.4% | +4.5% | +4.7% |
| 30D | +3.2% | -1.6% | +4.8% | +5.3% |
| 3M | -1.8% | +3.5% | -5.4% | -5.3% |
| 6M | -13.5% | +13.1% | -26.7% | -24.3% |
| YTD | +9.7% | +12.7% | -3.0% | -3.1% |
| 1Y | +30.0% | +18.3% | +11.7% | +8.9% |
| 3Y | +172.6% | +76.4% | +96.2% | +44.4% |
| 5Y | +342.9% | +73.8% | +269.2% | +142.8% |
| 10Y | +1,099.7% | +301.2% | +798.5% | +126.6% |
| All | +1,401.4% | +885.8% | +515.6% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling