+1,091.6%
CCJ vs KEY
+242.0%
+849.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.5% |
| 7D | -7.3% | -1.3% | -6.0% | -7.0% |
| 30D | -20.0% | +5.1% | -25.1% | -21.0% |
| 3M | -23.8% | -7.1% | -16.7% | -22.5% |
| 6M | -42.4% | -4.4% | -38.0% | -41.8% |
| YTD | -22.1% | +4.0% | -26.1% | -22.9% |
| 1Y | -20.8% | +23.4% | -44.2% | -24.9% |
| 3Y | +75.7% | +113.9% | -38.2% | +42.4% |
| 5Y | +167.4% | +12.3% | +155.1% | +145.3% |
| 10Y | +826.3% | +125.5% | +700.9% | +576.9% |
| All | +1,091.6% | +242.0% | +849.6% | +607.2% |
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