+116.6%
CIEN vs CCJ
+1,526.7%
-1,410.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.1% |
| 7D | +15.3% | -0.8% | +16.1% | +15.7% |
| 30D | -22.0% | -13.2% | -8.8% | -17.3% |
| 3M | -36.6% | -27.6% | -9.0% | -28.4% |
| 6M | -51.5% | -38.7% | -12.8% | -41.7% |
| YTD | +20.0% | -22.7% | +42.6% | +33.4% |
| 1Y | +44.5% | -17.6% | +62.0% | +57.6% |
| 3Y | +539.0% | +62.7% | +476.4% | +432.0% |
| 5Y | +356.8% | +159.7% | +197.1% | +203.6% |
| 10Y | +1,190.4% | +769.3% | +421.1% | +375.1% |
| All | +116.6% | +1,526.7% | -1,410.1% | -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