+147.9%
CIEN vs CCJ
+2,216.9%
-2,069.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -15.2% | +0.7% | -15.9% | -15.5% |
| 30D | -21.5% | +6.9% | -28.3% | -23.4% |
| 3M | -40.1% | -11.6% | -28.4% | -37.5% |
| 6M | -6.6% | -16.2% | +9.7% | -0.2% |
| YTD | +37.3% | +10.1% | +27.1% | +33.4% |
| 1Y | +174.5% | +32.3% | +142.3% | +147.8% |
| 3Y | +562.3% | +171.3% | +391.0% | +355.7% |
| 5Y | +463.9% | +372.4% | +91.6% | +196.3% |
| 10Y | +1,302.4% | +1,070.0% | +232.3% | +358.5% |
| All | +147.9% | +2,216.9% | -2,069.0% | -34.8% |
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