+301.6%
CHTR vs CCJ
+253.0%
+48.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +5.3% |
| 7D | -7.1% | -3.2% | -4.0% | -6.8% |
| 30D | -10.9% | -1.3% | -9.5% | -10.8% |
| 3M | +2.0% | +2.5% | -0.5% | +1.4% |
| 6M | -35.9% | -18.9% | -17.0% | -34.7% |
| YTD | -32.7% | +6.5% | -39.1% | -34.3% |
| 1Y | -46.6% | +22.8% | -69.4% | -49.2% |
| 3Y | -66.7% | +164.5% | -231.2% | -72.5% |
| 5Y | -82.1% | +303.7% | -385.9% | -86.6% |
| 10Y | -46.8% | +1,064.0% | -1,110.8% | -69.3% |
| All | +301.6% | +253.0% | +48.6% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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