+1,583.6%
CCJ vs KEY
+263.8%
+1,319.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.7% | +2.2% | -1.5% | +0.2% |
| 30D | +6.9% | -3.0% | +9.9% | +7.7% |
| 3M | -11.6% | +3.3% | -15.0% | -12.4% |
| 6M | -16.2% | +9.2% | -25.4% | -18.0% |
| YTD | +10.1% | +10.6% | -0.5% | +7.3% |
| 1Y | +32.3% | +20.4% | +11.9% | +26.1% |
| 3Y | +171.3% | +121.8% | +49.5% | +117.3% |
| 5Y | +372.4% | +41.1% | +331.3% | +309.6% |
| 10Y | +1,070.0% | +168.5% | +901.5% | +719.5% |
| All | +1,583.6% | +263.8% | +1,319.8% | +884.4% |
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