+80.6%
CRWD vs CCJ
-26.2%
+106.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -9.6% | -14.5% | +4.9% | -7.2% |
| 30D | -11.6% | -18.1% | +6.4% | -8.6% |
| 3M | +14.1% | -23.0% | +37.1% | +18.5% |
| 6M | +105.4% | -39.4% | +144.8% | +118.0% |
| YTD | +105.6% | -21.7% | +127.3% | +101.5% |
| 1Y | +80.6% | -25.9% | +106.5% | +80.5% |
| All | +80.6% | -26.2% | +106.8% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling