+347.1%
CIEN vs CCJ
+177.3%
+169.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.3% |
| 7D | -9.3% | +0.4% | -9.8% | -9.1% |
| 30D | -39.5% | -17.2% | -22.3% | -34.3% |
| 3M | -29.8% | -25.1% | -4.7% | -21.1% |
| 6M | -50.4% | -37.6% | -12.8% | -40.5% |
| YTD | +16.3% | -20.4% | +36.7% | +30.1% |
| 1Y | +30.4% | -22.5% | +52.9% | +47.1% |
| 3Y | +516.6% | +72.5% | +444.1% | +444.8% |
| All | +347.1% | +177.3% | +169.7% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling