+1,583.6%
CCJ vs M
+169.5%
+1,414.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | +0.7% | +4.7% | -4.0% | -0.3% |
| 30D | +6.9% | -9.6% | +16.5% | +9.1% |
| 3M | -11.6% | +0.9% | -12.5% | -12.1% |
| 6M | -16.2% | +22.3% | -38.5% | -20.1% |
| YTD | +10.1% | +6.5% | +3.6% | +7.5% |
| 1Y | +32.3% | +38.8% | -6.5% | +21.8% |
| 3Y | +171.3% | +115.9% | +55.4% | +115.7% |
| 5Y | +372.4% | +28.6% | +343.8% | +297.6% |
| 10Y | +1,070.0% | -2.5% | +1,072.6% | +801.8% |
| All | +1,583.6% | +169.5% | +1,414.1% | +760.1% |
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