+1,583.6%
CCJ vs OMC
+1,450.7%
+132.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.0% |
| 7D | +0.7% | -6.4% | +7.1% | +3.0% |
| 30D | +6.9% | +1.1% | +5.7% | +6.3% |
| 3M | -11.6% | +10.4% | -22.1% | -15.4% |
| 6M | -16.2% | -1.7% | -14.5% | -16.7% |
| YTD | +10.1% | +4.4% | +5.7% | +5.8% |
| 1Y | +32.3% | +8.4% | +23.8% | +23.9% |
| 3Y | +171.3% | +14.4% | +156.9% | +144.4% |
| 5Y | +372.4% | +33.9% | +338.5% | +297.0% |
| 10Y | +1,070.0% | +34.9% | +1,035.2% | +835.1% |
| All | +1,583.6% | +1,450.7% | +132.9% | +595.6% |
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