+1,142.1%
CCJ vs KEY
+251.7%
+890.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +3.7% | -0.5% | +4.2% | +3.9% |
| 30D | -13.7% | +6.7% | -20.4% | -15.1% |
| 3M | -24.7% | -4.6% | -20.1% | -23.9% |
| 6M | -38.1% | +2.6% | -40.7% | -38.6% |
| YTD | -18.8% | +7.0% | -25.7% | -20.2% |
| 1Y | -19.5% | +23.5% | -43.0% | -23.7% |
| 3Y | +75.9% | +126.4% | -50.5% | +40.6% |
| 5Y | +173.1% | +13.0% | +160.1% | +150.2% |
| 10Y | +813.5% | +99.5% | +714.0% | +586.7% |
| All | +1,142.1% | +251.7% | +890.4% | +632.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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