+1,082.1%
CCJ vs OMC
+1,568.3%
-486.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | -13.2% | +12.2% | -25.4% | -16.9% |
| 3M | -27.6% | +0.6% | -28.2% | -28.2% |
| 6M | -38.7% | +21.0% | -59.7% | -43.5% |
| YTD | -22.7% | +12.4% | -35.1% | -27.9% |
| 1Y | -17.6% | +25.4% | -43.0% | -26.6% |
| 3Y | +62.7% | +29.2% | +33.5% | +39.8% |
| 5Y | +159.7% | +52.6% | +107.1% | +107.7% |
| 10Y | +769.3% | +53.6% | +715.7% | +560.4% |
| All | +1,082.1% | +1,568.3% | -486.2% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling