+346.1%
CCJ vs M
+27.3%
+318.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | +0.7% | +4.7% | -4.0% | -0.2% |
| 30D | +6.9% | -9.6% | +16.5% | +9.0% |
| 3M | -11.6% | +0.9% | -12.5% | -12.0% |
| 6M | -16.2% | +22.3% | -38.5% | -19.8% |
| YTD | +10.1% | +6.5% | +3.6% | +7.8% |
| 1Y | +32.3% | +38.8% | -6.5% | +22.6% |
| 3Y | +171.3% | +115.9% | +55.4% | +116.6% |
| All | +346.1% | +27.3% | +318.9% | +319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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