+1,447.6%
CIEN vs CCJ
+1,110.5%
+337.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.5% |
| 7D | -4.6% | +4.2% | -8.7% | -5.9% |
| 30D | -12.8% | +3.2% | -16.0% | -13.7% |
| 3M | -23.1% | -1.8% | -21.2% | -22.7% |
| 6M | +6.1% | -13.5% | +19.7% | +10.9% |
| YTD | +44.5% | +9.7% | +34.8% | +42.1% |
| 1Y | +176.6% | +30.0% | +146.6% | +158.3% |
| 3Y | +601.0% | +172.6% | +428.4% | +438.0% |
| 5Y | +509.1% | +342.9% | +166.2% | +299.8% |
| All | +1,447.6% | +1,110.5% | +337.2% | +635.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling