+509.1%
CIEN vs CCJ
+347.8%
+161.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.4% |
| 7D | -4.6% | +4.2% | -8.7% | -6.0% |
| 30D | -12.8% | +3.2% | -16.0% | -13.8% |
| 3M | -23.1% | -1.8% | -21.2% | -22.7% |
| 6M | +6.1% | -13.5% | +19.7% | +11.3% |
| YTD | +44.5% | +9.7% | +34.8% | +42.2% |
| 1Y | +176.6% | +30.0% | +146.6% | +157.8% |
| 3Y | +601.0% | +172.6% | +428.4% | +441.5% |
| 5Y | +509.1% | +342.9% | +166.2% | +323.2% |
| All | +509.1% | +347.8% | +161.3% | +323.2% |
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 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