+303.7%
CCJ vs OMC
+31.0%
+272.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.4% | -3.4% |
| 7D | -3.2% | -6.2% | +3.1% | -1.5% |
| 30D | -1.3% | -7.6% | +6.2% | +0.6% |
| 3M | +2.5% | +7.4% | -4.9% | -0.3% |
| 6M | -18.9% | +0.1% | -19.0% | -19.6% |
| YTD | +6.5% | +0.4% | +6.0% | +4.6% |
| 1Y | +22.8% | +7.8% | +15.1% | +16.2% |
| 3Y | +164.5% | +11.8% | +152.7% | +136.7% |
| 5Y | +303.7% | +32.5% | +271.3% | +195.7% |
| All | +303.7% | +31.0% | +272.8% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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