+1,091.6%
CCJ vs M
+172.1%
+919.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +8.9% | +5.3% |
| 7D | -7.3% | -4.3% | -3.0% | -6.6% |
| 30D | -20.0% | +1.3% | -21.2% | -20.3% |
| 3M | -23.8% | -7.4% | -16.5% | -22.9% |
| 6M | -42.4% | +18.3% | -60.7% | -44.9% |
| YTD | -22.1% | +7.6% | -29.6% | -24.3% |
| 1Y | -20.8% | +17.4% | -38.2% | -24.7% |
| 3Y | +75.7% | +108.4% | -32.6% | +40.5% |
| 5Y | +167.4% | -10.6% | +178.1% | +144.0% |
| 10Y | +826.3% | -3.2% | +829.5% | +613.8% |
| All | +1,091.6% | +172.1% | +919.5% | +505.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling