+48.9%
CIEN vs CCJ
-26.2%
+75.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -8.3% |
| 7D | -25.0% | -14.5% | -10.5% | -14.7% |
| 30D | -30.1% | -18.1% | -12.1% | -17.1% |
| 3M | -33.8% | -23.0% | -10.8% | -18.4% |
| 6M | -49.4% | -39.4% | -10.1% | -26.4% |
| YTD | +16.4% | -21.7% | +38.1% | +38.5% |
| 1Y | +48.9% | -25.9% | +74.8% | +83.7% |
| All | +48.9% | -26.2% | +75.1% | +83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling