+163.6%
CCJ vs OMC
+48.8%
+114.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.8% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | -16.7% | +10.6% | -27.3% | -19.0% |
| 3M | -27.5% | +2.6% | -30.1% | -28.2% |
| 6M | -38.6% | +16.6% | -55.2% | -41.7% |
| YTD | -21.5% | +10.9% | -32.4% | -25.0% |
| 1Y | -22.3% | +22.1% | -44.4% | -28.7% |
| 3Y | +69.9% | +27.5% | +42.4% | +45.1% |
| 5Y | +163.6% | +50.6% | +113.0% | +78.4% |
| All | +163.6% | +48.8% | +114.8% | +78.4% |
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